I'm using Drupal 5.7. I'd list modules but I'm almost certain now that the problem isn't a Drupal problem. I'm pretty sure the problem occurs when someone attempts to provide a direct url to the file and sends it via e-mail -- and then somebody's email client messes up the URL. The "refferer" URL's are usually missing from the watchdog page which means the links aren't coming from inside Drupal.
I have a Drupal 5.7 site and imagecache seems sometimes (not every time however IIRC) to fail to create a cached image for filesnames with spaces.
Fred