I have seen the exact same problem as kaeru. Still working on a solution. Will post an answer if I find it.
In my setup, all my pages and posts use the correct wp-content/uploads URLs, so they work fine. The issue is that the admin UI for managing uploads and inserting links only show the broken attachment_id URL.
The problem might be… I did the import of the old blog by importing all posts and copying the upload directory. After the install I set the permalink option to use date style. Maybe changing this after the import is unable to fix the permalink for uploaded files. It of course works fine for post permalinks though. Looks like a WP bug to me.
-david