You should be able to find your factory wallpapers in your Photo Hub. They might have also been synced with your computer through Zune and stored in a i917 folder in your Pictures Folder on your PC.
Seems like it would be in a system folder. If I had thought to do it I would've browsed for it while I still had an unlocked phone and file system access. :/
I after thinking about it, I managed to find my original wallpaper in the wallpaper section of the phone but ya no way to save or send it anywhere as far as I can find.