This is what solved it for me. Originally I went to Google and copied and pasted their suggested snippet for jQuery on their CDN page:
The snippet does not include the HTTP: or HTTPS: in the src attribute but my browser, FireFox, needed it so I changed it to:
Strictly speaking the Google snippet/example is correct - their src attribute is a protocol less URL which means the browser should use the protocol (HTTP/HTTPS) of the calling page. See paulirish.com/2010/the-protocol-relative-url. This is best practice to avoid mixed content warnings if your page is ever served over SSL and the scripts are not.
One common problem here, likely, is when protocol-relative URL's are used during development, and on a sunny day you try to load a page from a local file. Your browser will optimistically try to load file://ajax.googleapis.com/ajax/libs/jquery/1.9.1/jquery.min.js and you wonder why it doesn't show up in the network console.
thanks @PieterEnnes, this was exactly the case for me. Thanks to the answerer too!