If you’re talking about hotlinking images from other servers be warned that a lot of third party sites explicitly prohibit this. Even if they don’t put a technical block in place the image could later disappear because of technical changes at the other end.
Those are almost the best case scenario too. If a site owner realises you’re using their disk space and bandwidth, it’s not unheard of for them to replace or redirecting all of the requests to “unsavory” pictures.
This is why Discourse will automatically download any images linked within posts. Image links aren’t oneboxed at all, they will be served from the remote server only until Discourse gets around to downloading a copy and updating the URL to a local link.