I answered this questions a lot of times. Firstly, all coins that support messages and small data can contain such content - Namecoin for example.
Secondly, files stored in blockchain are not just files on your harddrive - they're turned into blobs and encrypted into blockchain. You need special soft (wallet) to get these files, so it cannot be easily proved that you have some illegal content. I can write a program that takes definite bytes from Windows common files and writes them to file '1.jpg'. This program won't contain any such content, but if you run it, you can get illegal picture from windows common files. So do you think that all Windows users can be arrested in such a way?