See, for example, both doc builds in this cron build. They are both failing due to this warning:
Warning, treated as error:
WARNING:
========
Sphinx-Gallery now requires you to set the configuration variable
'backreferences_dir' in your config to activate the
backreferences. That is mini galleries clustered by the functions used
in the example scripts. Have a look at it in sphinx-gallery
http://sphinx-gallery.readthedocs.io/en/stable/index.html#examples-using-numpy-linspace
If you don't care about this features set in your conf.py
'backreferences_dir': False
Ping @choldgraf.