One Crayon

Markup to Featured Image will automatically generate a featured image when you publish a post, with the intent of allowing you to publish posts with featured images from third-party clients like MarsEdit.
To add a featured image to your post, include one of the following markup variants in your post’s content:
<pre><code><img src="/path/to/image.jpg" data-featured-image="keep" />
<img src="/path/to/image.jpg" data-featured-image="strip" />

</code></pre>
If you use an <code><img></code> element, the values of the <code>data-featured-image</code> attribute specify whether the image should be displayed when the post is shown on your site (<code>keep</code>) or ignored when the post is displayed (<code>strip</code>). The order of attributes in your <code><img></code> tag (and whether you include other attributes, like width/height, title, alt, etc.) doesn’t matter. You can make it as complicated or simple as you like.
If the post already has a featured image, the plugin will do nothing (version 1.0 does not allow updating the thumbnail by updating the markup).

Markup to Featured Image

Automatically set the featured image (formerly the post thumbnail) for a post based on custom markup in the body text.

tsaiid

Featured Image via URL is a plugin to generate the featured image of post from the image url specified. 
The image will be fetched back and saved into the Media Library with all supported sizes. 
If the featured image is already present, the plugin will do nothing.
This plugin is modified from Auto Post Thumbnail by adityamooley.
For more details, see http://tsai.it/project/wordpress-plugins/featured-image-via-url/

Featured Image via URL

Automatically generate the Featured Image from the specified image url in post.

Markup to Featured Image vs Featured Image via URL