LightWindow is perhaps one of the best of the LightBox-type implementations around, supporting almost every media type currently in use.

I found a few gotchas, but these were very minor:

1. needs XHTML pages with correct DOCTYPE for it work in IE
2. Might need to edit lightwindow.js to correct the hardcoded paths to the skin elements
3. Replace the first line with the second in the HTML HEAD:

You can grab the files here: http://www.stickmanlabs.com/lightwindow/lightwindow.zip