I've just narrowed done a broken link I'm getting on one of my clients site, and it appears to be coming from the shadowbox plugin.
The default attachment link (if left in there) should look like this:
... .com/project-portfolio/restaurant/burger-king/attachment/bk-woodland_0059
However, when I have the shadowbox plugin turned on, it does this:
... .com/project-portfolio/restaurant/burger-king/attachment/:/mydomainhere.com/wp-content/uploads/2011/11/bk-woodland_0059.jpg
and when I deactivate the shadowbox plugin, it works again.
I normally remove the attachment link when I insert photos, but my clients don't, so they'll get this broken link if they leave the default.
Just thought you should know...