The first sentence above would be awkward unless it followed a question in which probably would be the answer. The most natural way to say it would likely be "They were probably delayed in a traffic jam."

As simple as that : ''Probably, they were delayed in a traffic jam'' or ''It's probable that they were delayed in a traffic jam''. Gravity ;-)

They were probably delayed in a traffic jam.

@ Mytch: It depends on the context too... Thanks for your comment and answer. Gravity :-)