I am thinking whether a router can add some option headers in the IP datagram (invisible to the senders and recipients) for tracing the whereabout of the packets. The headers can contain a special signature that can identify the particular IP datagram. For example, you know where the proxy servers are, and you can find where the proxy servers are connected physically. So, what you do is to monitor the output of every node connected to the proxy server to see whether you can find the datagram with signature, and then step by step hopefully you can trace the origin.
I heard a solution like the one mentioned above. However nowadays many proxy server allow their client to connect through encrypted channel. Isn't it all the signature we put into the packet is encrypted and therefore cannot be detected?