It looks like there is a problem with the current stable version of yt that comes up when creating a PlotCollection using Orion datasets. See the script here http://paste.yt-project.org/show/t02maMs6OShv1uGJbOLu/ and the traceback here. http://paste.yt-project.org/show/zAgcYyrKH2vmv4ZaQJQ5/
I think the fix is that there needs to be the line
self.field_info = pf.field_info
somewhere in the constructor for OrionHierarchy (around line 120 of yt/frontends/orion/data_structures.py). It looks like a line like this used to be here, but was removed during some code cleanup. If the other Orion users are anything like me, they haven't updated yt in a while and thus haven't noticed the problem.
Glancing at the Nyx, Maestro, and Castro frontends, those look like they might suffer from the same issue, but I don't have any of their data to confirm or deny this.