Prettyphoto supports .mov and .swf files.
Code for .mov files:
<a title="Test1" rel="prettyPhoto[movies]" href="http://trailers.apple.com/movies/disney/talesfromearthsea/talesfromearthsea-tlr1_r640s.mov?width=640&height=340"><img src="/wp-content/themes/NMFE/images/thumbnails/quicktime-logo.png" alt="Test1" width="50" /></a>
Code for .swf files:
<a href="http://www.adobe.com/products/flashplayer/include/marquee/design.swf&?width=792&height=294" rel="prettyPhoto[flash]" title="Flash 10 demo"><img src="images/thumbnails/flash-logo.jpg" alt="Flash 10 demo" width="60" /></a>
The Dude