Remember, clients are just glorified front-ends displaying data that is stored somewhere else entirely. Notes are stored on relays, but media such as photos and videos needs to be stored somewhere too. The client itself doesn't store it. They rely on media hosting services like nostr.build to host your media.

Nostr.build is the most common one, because it has been around the longest, but there are others. Additionally, Blossom servers are becoming a more and more popular way to host media, as it helps make media storage more decentralized.

I run my own Blossom server, for instance. Which means I am hosting my own photos and screenshots. But, if my server goes down, that media won't be accessible either. So there are tradeoffs.

Then again. On Blossom, media is content addressable, so if I have my uploads mirrored to other Blossom servers, clients can fetch them from there, even though my server is down.