The links to the photos in question were originally posted to 4chan. Users downloaded files from the links posted at 4chan and uploaded selected files to sites such as imgur, and those non-Reddit-hosted-photo-links were then shared on Reddit.
I visit certain subreddits regularly, such as /historyporn and /artefactporn. The first has fascinating photographs from throughout history and the second fascinating photos of ancient artefacts. If you click on the Reddit link, you leave the Reddit domain and are redirected to the host of the photo, which is imgur more often than not (wikimedia, tumble, and flikr are less common sources). The Reddit post may include details about the photo, but does not store the photo. I generally reverse-search the photo to learn more about the content.
Here's an example of what you may find on the subreddit /artefactporn, a link to this photo of the armour of a cuirasse du carabinier holed by a cannonball at the battle of Waterloo:
The link to the photo is on Reddit, on the subreddit /aretefactporn. However, the photo is not hosted on Reddit; it's hosted at http://i.imgur.com/ot73yZV.jpg.
Here's the Reddit link to the imgur photograph, on the subreddit /artefactporn.