segajb,
как то так
$.fancybox([
{href : '/images/gallery/pic1.jpg'},
{href : '/images/gallery/pic2.jpg'},
{href : '/images/gallery/pic3.jpg'},
{href : '/images/gallery/pic4.jpg'}
],{
loop : true,
afterLoad: function(current, previous) {
history.pushState(null, null, 'http://site.ru/razdel/' + current.href.split('/').pop() );
}
} );