Right now I am using a plugin called Slenderbox and it seems to play nicely with Photon. You can see it in action at the very bottom of this blog post: http://www.watchgregrun.com/2013/11/2013-ing-nyc-marathon-part-2-race-day/
OK, I think I figured out which part of Jetpack breaks it, it is Photon which moves your images to wordress servers.
Here is a sample site with nothing but SLB and Jetpack as the only two plugins and a single post with a single image in it.
http://sandbox.watchgregrun.com/
As soon as I disable Photon things work. With Photon things are broken.
It seems like SLB has a problem with Jetpack. I’m running Jetpack 2.5 with WordPress 3.7.1 and SLB doe not load.