Your gateway or router should handle and return the ARP request for an IP address on a different subnet.
Nope, ARP is a layer 2 (ethernet) protocol that maps ethernet addresses to IP addresses on the LAN. ARP does not get routed.
An IP device will a) know it's own subnet (from IP address + netmask) and optionally but typically b) have a list of routers to get to other networks, usually including a default router (or default gateway).
In the case of IP traffic destined for a non-local network, the device will send the packet to the appropriate router (gateway) address and let the router worry about delivering it. If you see an ARP associated with initiating communication with a non-local IP, that ARP request should be for the router, not the destination IP.
If that ARP request you sniffed is for the non-local IP, I would look at the IP, netmask, and default router configuration of the node that originated the traffic.
-j
I was actually trying to say the same thing in fewer words, but I guess it did not come out clearly.
try this: Your gateway or router should handle and return the ARP request (as a local ethernet address on the router) for an IP address on a different subnet.