Well, we all know animated GIF's. (GIF 89a). But we also know that GIF's are not free.
There are no GIFs on the GNU web site because of the patents (Unisys and IBM) covering the LZW compression algorithm which is used in making GIF files.
Well, here is a way to use animated JPEG's. But you will have to use a Java applet, still interesting though.:
Want to animate JPEGs (high quality photographic images) on your own site?
Actually, it would be even better if animated PNG's (APNG) would become more popular:
In 2004, a proposed extension to the PNG format, called APNG was suggested. It would add the ability to animate PNG files, while retaining backwards compatibility in decoders which cannot understand the animation chunk. Such decoders would simply display it as though it were a single image PNG file.