Why are there no large animals with chloroplasts?
I believe the gist of it is that chloroplasts simply cannot create enough sugar from photosynthesis to significantly power the energy-intense needs of any but the simplest of animals. Consider that plants maximize their surface area to the extent possible for a living organism, and still only have enough energy to grow and reproduce - movement is essentially impossible. 

Here's a pretty good article I stumbled across a while back: 
http://blogs.discovermagazine.com/notrocketscience/2012/09/18/will-we-ever-photosynthesise-like-plants/