I have a controller in MVC serving up images from a database.
EDIT: This still happens if I serve up a file over completely standard means in MVC.
Eve
Its important to put in an ICON link into your masterpage or some browsers will try to find favicon.ico for all directories and not just globally once per done.
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It seems google toolbar is the guilty party judging by my logs (and IE6 of course). They both will make requests for directories other than the root
Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1)
Mozilla/4.0 (compatible; GoogleToolbar 6.2.1910.1554; Windows 6.0; MSIE 8.0.6001.18828)