I believed jQuery had it, but now I see the lightbox of jQuery isn't the actual cool one.
I'm talking about this light box in particular: http://tapbots.com/software/convertbot/ (click on the play video button, and the lightbox appears).
They seem to use exactly the one I'm searching, but have modified some of the graphics. The original one has a black rounded button on the upper left with a fat white X inside. Googling for lightbox brings up lots of stuff from photography to weird and ugly lightboxes with CSS only. I want