Occasionally, I saw people complained about the change of image magnification when they shot objects at different distances, no matter if the lens in use is a prime or a zoom. Recently, I have come across this quick experiment come with some illustrations, which I found to be clear and useful:-
http://forum.xitek.com/showthread.php?threadid=614523
(Google translation to English Here)
The test was done with a Nikkor 18-70DX zoom lens.
Look at those posted comparison pictures, they are self-explanatory and we should know.. (EXIF preserved.)
(at 70mm, focused to Infinity)
(at 70mm, focused to Close Distance)
(at 50mm, focused to Infinity)
In fact, the effective focal length and image magnification of the "70mm" at close distance is about the same as that of the "50mm" at infinity! :-o Interesting enough? :-)