There is an issue, that Colorbox elements doesn't load if they are dynamically loaded via AJAX. To use Colorbox in these elements it is nescessary to define the Colorbox elements again after the AJAX Script has loaded the content. For example:
[...]
xmlhttp.onreadystatechange=function()
{
if (xmlhttp.readyState==4 && xmlhttp.status==200)
{
document.getElementById("contentID").innerHTML=xmlhttp.responseText;
$(".colorboxClass").colorbox();
}
}
[...]