This question already has an answer here:
The image that appears above the captcha seems to be broken.
(You can also view a live version of this)
Note that if you view the image URL directly and accept the SSL warning, all the images may appear to start working for you - but restarting your browser will reveal broken images again.
I actually encounter this captcha quite frequently due to writing up my answers in an external editor, and then pasting them in as a new response. I just started noticing the broken image today.