What Blender version?

Its in all 2.5. versions, but afaik this bug was already in 2.4.... (since thumbnails code)

Blender has no problem loading the files if the thumbnails were generated by another app.

Here's a backtrace (archlinux x86_64, blender rev:28062) from browsing the problem file with a empty thumbnail cache.

#0 0x00007ffff7bc0bb0 in next_marker () from /usr/lib/libjpeg.so.8
#1 0x00007ffff7bc0d05 in read_restart_marker () from /usr/lib/libjpeg.so.8
#2 0x00007ffff7bbc262 in process_restart () from /usr/lib/libjpeg.so.8
#3 0x00007ffff7bbd8c5 in decode_mcu () from /usr/lib/libjpeg.so.8
#4 0x00007ffff7bba5b3 in decompress_onepass () from /usr/lib/libjpeg.so.8
#5 0x00007ffff7bbf7be in process_data_simple_main () from /usr/lib/libjpeg.so.8
#6 0x00007ffff7bb7bc6 in jpeg_read_scanlines () from /usr/lib/libjpeg.so.8
#7 0x0000000000b69b39 in ibJpegImageFromCinfo ()
#8 0x0000000000b69ec1 in imb_ibJpegImageFromMemory ()
#9 0x0000000000b67a1f in IMB_loadifffile ()
#10 0x0000000000b67b29 in IMB_loadiffname ()
#11 0x0000000000b724a1 in IMB_thumb_create ()
#12 0x0000000000b7274c in IMB_thumb_manage ()
#13 0x00000000008c60eb in thumbnails_startjob ()
#14 0x00000000006d0043 in do_job_thread ()
#15 0x00007ffff18fe88a in start_thread () from /lib/libpthread.so.0
#16 0x00007ffff20689ed in clone () from /lib/libc.so.6
#17 0x0000000000000000 in ?? ()

Looks like the crash itself is within libjpeg. I'm not sure if there's anythign we can do about that? Anyway, this seems like a duplicate of another report: "[#21662] Crash due to currupt jpg image in folder on file open"
So I'll close this one and paste your info in there, to keep it all together and clean the tracker. You can follow it here: https://projects.blender.org/tracker/index.php?func=detail&aid=21662&group_id=9&atid=498

Thanks!