I've seen some very amusing examples of this happening - the best probably was a nice .gif of a large middle fingerThat extra bandwidth usually isn't much but I ask them to stop based on the principal of the matter, it's a bad practice. And if the person is a jerk, you can simple rename your original image, change the html on your page, and substitute something very inappropriate with the same name as your hijacked image
That would probably catch someone's attention!
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