For example, I just clicked the "add image" button in Blogger; it doesn't have a box for a caption. I'll send a note to the Blogger team, but we should all encourage content management systems (Wikipedia included) to provide captioning features and make it easy for their users to do the right thing.
Even if you know a bit of HTML and want to go the extra mile despite your CMS, adding a caption is not as easy as:
<img src="..." caption="Photo by Duncan Davidson">
In the olden days before CSS, you had to use HTML tables to lay out captions:
<table> <tr><td><img ...></td></tr> <tr><td>Photo by Duncan Davidson</td></tr> </table>But you couldn't float a table inline like you could an image.
CSS opened the door to inline photos with captions, but getting the layout right can still be tricky. This site explores the various methods for adding captions using plain HTML and CSS.