I have seen many message board posts describing hacks at movie playing capability in Beamer on a Linux machine. The main problem with Beamer's native multimedia, and with the extra package movie15, is that they rely on the PDF viewer to handle everything with playing the movie. Essentially only Adobe Reader can do this, and Adobe Reader is terrrrrrrible (e.g., it requires you to use RealMedia formats and RealPlayer as the movie player, and thus it can't handle .avi, .mpg, .mp4, etc.) Any "PDF reader" that can't play .avi or .mp4 should not be allowed to claim that it supports multimedia.
Some clever people have developed workarounds involving writing shell scripts that essentially act as movie playing software and are invoked with hyperrefs in TeX. Unfortunately, this causes your PDF document to be no longer portable in the true sense.
I make lots of academic presentation materials and then need to distribute them to grant reviewers, colleagues, students, etc. Thus, the absolute most basic two things needed in a Beamer movie player are (1) the same latex code will work on all platforms and the resultant pdf will play on a wide range of platforms using a wide range of multimedia backends, and (2) the file types .avi and .mp4 must be supported on all relevant platforms (Windows,Unix).
Does anyone know of a way to include movies within a PDF that satisfies the above conditions?