An animated gif will work, but a movie not.

If you want this it's best to create an IDEA post for Incomedia.

But personally I am doubtfull, remember the data it takes if you allow movies, there are more and more people visiting from handhelds/ mobile's with less connection speeds. I would not like it if I see this in a site, better make a link with a pop up so customer can choose to start it or not.