JPEGs and PNGs have the options for metadata. In JPEGs from digital cameras, it's referred to as EXIF, which usually carries info about what camera settings were used, etc, as well as info on how to render the picture. In both JPG and PNG, there's an option for arbitrary text.
Here's a suggestion: when the program writes out a generated fractal graphic to a file, have it write the coordinates and zoom factor in the metadata. That way we can find our way back to an interesting spot.