Why do I receive e-mails sometimes with a red X where a graphic should be?

I get goofy e-mails from some people with jokes, kitty-pix, crashing airplanes, or whatever. Some of them come with a box where you are supposed to see the photo of the kitty or whatever, and inside the box a small square containing a red X.

The box looks like the

on the SDMB, with the X square in the upper left-hand corner, and nothing else.

It has appeared on a number of e-mails from different sources. What would cause this?

They are probably links to pictures somewhere on the net. If you’re reading them from work, it could be that the company has blocked the sites that the pictures are linking to. It could also be your email client blocking them. I know Gmail blocks linked pictures by default until you click the ‘display images’ button. Another possibility is the sender has linked the pictures incorrectly in the original email, or that the links no longer exist.