My understanding is that all scoring plays are reviewed before they are allowed to stand. I thought this included penalties during the play as well. Case in point:
Re: Lions vs Toronto [August 06/12]
Parker [Lions] intercepted an Argo's pass and ran it in for a TD. Williams [Lions] was declared off-side which negated the TD by Parker and resulted in a 10 yard penalty against the Lions. Was this play not reviewed or does the penalty squash any chance of review if the penalty is ruled against the team that scored? If the scoring play had been reviewed it would have been determined upon review that Williams actually was not off-side. Apparently according to the half-time commentators Williams was not off-side. This would have allowed the TD interception to stand.
If anyone knows the actual rule regarding review of scoring plays I'd appreciate it. Incidentally I'm not talking about the coach challenging the ruling on the field regarding a penalty.
It sounds to me like penalties take precedence over any scoring play when against the team that scored. Maybe that rule needs to be tweaked if that is the case.