I'm experiencing the exact same issue. A while back i posted some pics, and two of them vanished, with their captions sticking to the pic above. I'll include a link to this post. Today, I'm trying to publish a post with 15 pictures from my recent trip to Germany. Looks fine in 'edit' but as soon as I publish or preview all but 2 of the pictures disappear. Again, the captions remain, and are stuck to the 2 remaining pcitures. So i end up with 2 pictures with 7 or 8 captions jammed together. Earlier today i posted a text post just fine. Any help would be greatly, greatly appreciated. I love uploading pics, and it's basically impossible now.
http://remarkablyunremarkable.net/2011/09/27/an-afternoon-stroll-in-cologne/
Between the 2nd and 3rd pic i lost one, hence the nonsensical caption on pic #2, same thing between pics 9 and 10..... I use the pilcrow theme, and i'm pretty sure it's not a theme thing, as in the past i haven't had this problem at all.
Thank you so much in adavance.