In response to the OP -most image formats for web allow for the saving of metadata.
Using "export for web" option in Abobe Photoshop, for jpg, gif and png, you can save the metadata on file save.
To add or view metadata on a file in photoshop (cs5) use CTRL+ALT+SHIFT+i (i for info) and bring up the file metadata information.. such things as copyright information, originating URL, description, keywords and more can be added to it.
IN FACT! There is an entire organization dedicated to a standards and practices for uniform photo metadata - visit http://www.iptc.org/cms/site/index.html?channel=CH0089
Check it out!