This is a very interesting thread. I see more and more affiliates using video’s and even TV advertising.
To give you the heads up on video creative from a network/merchant level which is a slightly different slant on the route this conversation has taken, we have found video creative to receive more clicks than standard gif/jpeg of the same or similar size. We are still finding that odds/jackpot fed creative (or the best being betslip) are the top converters for most merchants but I do not think it will be long before video’s get there.
More and more affiliates are opting for the blog style site or using more dynamic content and the gaming industry (I am sad to say) is lagging in comparison to the retail sector in terms of advancement. Having said that we have been pushing merchants for video creative and I think one of the first to do this is Casinorip, they have a trackable flash video of their TV ad which is currently running in the UK (and converting), which is actually rather funny.
Feel free to check it out, there is also a late night version if you PM me I will forward you the url 
http://www.youtube.com/watch?v=NVHtcYDzzTw
Stephen