Please, take a look at site: www.lifehacker.com , then try to download its main page (as a single page with images) and see downloaded content in internal browser. You will miss most of images, which are being redirected from www.lifehacker.com to cache.lifehacker.com, and they get indeed downloaded properly, only not relinked properly, so in the main default.htm page there are still references to www.lifehacker.com not cache.lifehacker.com.
Anyway, it`s not a big deal for me. I can workaround it e.g. with URL substitutes or simply move images after download, etc... I only thought you will be interested in knowing this issue.
I can post a copy of the project, although it`s all nothing unusual.