When running from Eclipse (which manages the classpath for you) or from the command line (where I'm guessing you are specifying the classpath when you run it) you are including Jython.jar on the classpath.
Sadly, including other jars inside of your jar is not sufficient to place that jar on the classpath. You could extract the entire Jython.jar and include the extracted files in your jar (later versions of Eclipse do this when you export with the Runnable JAR File option.
However, this could lead to issues if Jython code expected it to be in a JAR, if there were namespace conflicts, or legal issues (in many cases it's illegal to extract a 3rd party jar and redistribute it as your own).
To confirm this, try running your jar outside of Eclipse, including jython.jar on the classpath. For example:
java -cp lib/jython.jar:myjar.jar com.me.main.Main
Keep in mind that if you use the -jar option (e.g. main class attribute) then the -cp flag is ignored so this will not work if you do:
java -cp lib/jython.jar -jar myjar.jar
If it is the issue then there are a number of ways to include jython.jar on the classpath automatically. Two popular approaches are to use the classpath attribute on the manifest (works as long as you can guarantee jython.jar's location relative to your main jar) or to wrap the execution of your jar in a shell script.