Yes, this is possible on Access Forms...ActiveX control class, Gif89 Class. When you insert an ActiveX control, under the properties menu, you must indicate the filename.gif under filename. Then you must register the gif89.dll on each computer that will be using the database or file in order for the animation to work. Else it will be a static pic.
Gif89.dll should be copied to C:\WINNT\System32\gif89.dll
To register, goto your run command prompt and type:
c:\WINNT\system32\regsvr32.exe /s c:\WINNT\system32\gif89.dll
Good luck!