well, it is possible to stream sound clips, correct
The downloaded files for music and sounds in-game are not streamed from the server. They are just downloaded once beforehand (note how music doesn't play "as it's downloading" or anything like that and then loaded off
your computer to play in-game.
An animated brick print might be possible - have all possible frames of it as prints, as well as an "Animated Print" one. When you choose this one, the print could play a short (like, five or six frame) animation which changes every second or so.
Entire movies wouldn't be efficient as you'd have to download every frame of it (at 30 frames per second of smooth animation) in large resolution as well as sound clips. Which could take a while.
