The structural, magnetic, and transport behavior of orthorhombic, insulating La0.875Sr0.125MnO3+delta were studied as a function of temperature from 20 to 300 g. Upon cooling from room temperature, we observe the rapid development of a large breathing-mode distortion coincident with large positive and negative thermal expansions for the c and b axes. respectively. The onset of canted ferromagnetic ordering at 220 K is correlated with the relaxation of this distortion, which reaches values similar to those at room temperature when the magnetic ordering saturates. We observe no first-order-type discontinuity in the volume at the ferromagnetic transition. These results demonstrate a strong coupling between magnetic ordering and crystal structure even though there is no metal-insulator transition associated with the magnetic transition.