http://blenderartists.org/forum/showthread.php?223910-Background-image-not-showing-up-in-render

Background images do not render, they are used for reference. You could add an image to the World http://wiki.blender.org/index.php/Do…rld/Background or map an image to a plane (see the plane as image addon http://wiki.blender.org/index.php/Ex…es_from_Images)