Show featured image in recent post widgets

First of all big thanks to Nirvana for making our life simpler in designing the site. :).
I have one question not sure if its addressed earlier.
While adding a ‘recent posts’ widgets to sidebar or footers, it only shows the ‘subject’ of the posts. What can be done to show ‘featured image and the subject’ of the post which seems more eye catching than just the ‘subject’
Thanks!