I believe the vector identity
$\vec{a} \times (\vec{b} \times \vec{c}) + \vec{b} \times (\vec{c} \times \vec{a}) + \vec{c} \times (\vec{a} \times \vec{b}) = 0$
is called the Jacobi identity and I know the proof.
Does anybody know of some elegant geometrical picture to illustrate why the identity is true?
This attempt at an answer is geometric in the sense that it is stated in terms of vectors and not components.
Geometrically the double-cross product is given by $$\vec{a} \times (\vec{b} \times \vec{c}) = (\vec{a} \cdot \vec{c}) \vec{b}- (\vec{a} \cdot \vec{b}) \vec{c}.$$ This shows three things:
Add these relations the terms in the $\vec{a},\vec{b}$ and $\vec{c}$ directions cancel thus revealing the Jacobi Identity.
We could visualize these in terms of three planes which intersect along the directions $\vec{a},\vec{b}, \vec{c}$. I illustrate as if they are orthogonal as to keep the picture manageable. The idea here is the lengths of the orange, purple and cyan arrows are indicative of the dot-products which appear in the spans.