I had the same problem. You should specify the full path to the files.
It works for me now.
> Hi!
>
> I'm doing my thesis with LyX 1.0.3pre4. I'm using multipart
> document technique and I have this problem:
>
> LyX does not find the figures of the subdocuments (inserted by
> "Insert->Include")
>
> Here are the directories tree:
>
> ../thesis/thesis.lyx (main document)
>
> ../thesis/part1/part1.lyx (subdocument 1)
> ../thesis/part1/fig/ (directory with figures about "part1.lyx")
>
> ../thesis/part2/part2.lyx (subdocument 2)
> ../thesis/part2/fig/ (directory with figures about "part2.lyx")
>
> etc...
>
> The figures are in the output if I'm "lyxing" the subdocument
> individually. But they aren't there with "thesis.lyx" and i get a lot of
> error messages saying that latex can't find the figures...
>
> In fact, I found that lyx look for the figures in /thesis/fig/*, so if i do
> inside this directory symbolic links to the path of each figures
> (/thesis/partX/fig/), all become OK.
>
> Is it a normal behavior?
>
> Thanks
>
> Yaneric
>
>
>