The Blackfin Icefish, a member of the Crocodile Icefishes, family Channichthyidae, are somewhat famous for being the only vertebrates to lack red blood cells. They have lost the genes responsible for haemoglobin and myoglobin, two important blood-oxygen-carrying proteins, and this apparently led to the loss of their RBCs as well. Their physiology is a bit different from their close relatives in other fish families as a result, and they have higher relative blood volume (the proportion of body mass that's blood) and a generally more-efficient circulatory system. However, this doesn't fully compensate for the loss of RBCs - their metabolisms are actually a bit slower than relatives, apparently because they cannot supply oxygen to tissues fast enough to be really active.
There are not many pictures of these fishes out there on the web, and they certainly don't live in the tropical regions where Lucy does her fieldwork, so I present here the only species that I found two pictures of. The diver below is almost certainly completely crazy, and may be working with a lunatic company whose site I found.
Kock KH. 2005a. Antarctic icefishes (Channichthyidae): a unique family of fishes. A review, Part I. Polar Biol 28: 862-895.
Kock KH. 2005b. Antarctic icefishes (Channichthyidae): a unique family of fishes. A review, Part II. Polar Biol 28: 897-909.
Near TJ, Parker SK, Detrich HW III. 2006. A genomic fossil reveals key steps in hemoglobin loss by the antarctic icefishes. Mol Biol Evol 23: 2008-2016.
Sidell BD, O’Brien KM. 2006. When bad things happen to good fish: the loss of hemoglobin and myoglobin expression in Antarctic icefishes. J Exp Biol 209: 1791-1802.