Are you creating your own Excerpts? If you create your own excerpts, you can't include shortcodes like caption in them because they won't get expanded.
So instead of adding this to your excerpt:
[caption id="attachment_481" align="aligncenter" width="570"]<img class="size-large wp-image-481" alt="autonomous-1" src="http://nerdybynature.dk/wp-content/uploads/2014/03/autonomous-1-785x523.jpg" width="570" height="379">[/caption]What you can do is do a view source and add the actual HTML to your excerpt, because an excerpt will accept & process HTML correctly:
<figure id="attachment_481" class="wp-caption aligncenter" style="max-width: 570px"><img class="size-large wp-image-481" alt="autonomous-1" src="http://nerdybynature.dk/wp-content/uploads/2014/03/autonomous-1-785x523.jpg" width="570" height="379" /><figcaption class="wp-caption-text">Tiny Toy, Chicken. By Echo Yang.</figcaption></figure>I know, kind of a PITA, but I'm not sure what else you might do, except perhaps look for a plugin that will expand your shortcodes within excerpts.