I'm trying to use the background images option to model from blueprints. After I cropped, loaded, positioned and scaled in each viewport, things were going pretty well with the modeling. I saved the progress on the model and came back the next day and the images were not there. Am I missing something? Do I have to set everything else up again or do you have to get your modeling done in one session?
The most convenient way
File -> External Data -> Pack into .blend
In the report area it will say
'n files packed' Where n is the amount of images currently in the image list. Now hitting save will include those images in the .blend.
The problem you might have with this method is that it will auto-pack any subsequent images you add.
Alternatively (one by one, gives more control)
You do them individually, go to the UV image editor. For each image you want to pack you select the image so it shows in the view, then
Image > Pack Image
Again you have to save the .blend file before exiting.
Obligitory Blender Wiki link: Pack and Unpack Data, it's an interesting read.
Without knowing exactly what you did to lose the images, I guess it is ok to share this tip as well, zeffii is right that packing is more convenient but packing images will increase your file size, more so if you have several and or they are large in size.
With regards to satishgoda's comment above, you wouldn't normally want to pack blueprints with your model. So, while it is what you asked for, based on your question, I can tell it isn't what you actually need. You can press the F next to the image(s) and save as you would normally. Checking this makes sure that they don't get removed even when they have no users (when they show up with a 0 beside their name which happens when you don't have the image in use), so as long as you haven't moved the file, you should be ok.
It sounds like the problem you're having is actually not related to saving the images, but instead having to do with how you're trying to view them. Background images only show up when you're in Orthographic mode, and using one of the preset view angles (Top, Side, Front, etc).
To toggle in and out of Orthographic mode, press numpad 5. The shortcuts for the preset views are the other numpad keys (Top = numpad 7, Side = numpad 1, Front = numpad 3).