Reproducible in my version.
LoadAnnotationRulerScene.py is trying to open the file based on an assumption that the source code was checked out into a directory named Slicer4, which fails when the checkout is in a directory named Slicer. The test hasn't changed in 2 years, but it does make sense to use a less hard coded path to the data input directory. Some of the other annotation tests use the build directory to hold testing data, I can change the Annotation test to do that, or I can disable it and fix it for the Markups version.

Waiting Markups ruler take over, I suggest you fix this test. Thanks

Fix commited as svn 23410
http://viewvc.slicer.org/viewvc.cgi/Slicer4?view=revision&revision=23410

The windows continuous build failed but with no output so I'm not sure why:
http://slicer.cdash.org/testDetails.php?test=5064367&build=244154
I'll take a look at the nightly builds on Monday to see if they give more feedback.