Well, it does not really work in every client:
Roundcube:
KMail:
Thunderbird:
Thunderbird seems to grab the "Re: " prefix and the other clients don’t. As the In-Reply-To headers are wrong these clients could not do any threading. As mentioned before the specs are here (chapter 3.6.4): http://www.ietf.org/rfc/rfc2822.txt
I have edited the In-Reply-To and References Headers manually according to the specs. I have replaced these topic links with the appropriate message IDs. Suprise, surprise, it threads well in every client:
KMail:
Roundcube:
@codinghorror: Have a look at rfc2822 and @peternlewis post above. That’s the real issue with its intended solution. Adding an Re: prefix is just a workaround for some clients.