If you have images and you have "Combine into Spritesheets" checked in Publish Settings, that creates a JSON file. A lot of browsers don't allow JSON/AJAX calls to local files due to potential security issues.
If you upload your files to a server, they should work online in Chrome and other browsers, but if you want to preview them locally just uncheck the spritesheet option.
thank you so much! i was having this problem too and just emma gave me the solution. my animated banner is opening in all browsers now. HOWEVER, the click through to another web page does not work on chrome. works on the others, just not on chrome. any clue as to why that might happen?