Dynamic Drive has one but its mainly for one spot, like you see on some websites where they show image replaced by image, etc. If you have some kind of flash program then you can sequence the loading even if its individual flash files; just remember to coordinate the timing.
I use motion artist from e-frontiers but there are many of them. Coffecup Firestarter is another. Serif makes one but I don't know what it is (perhaps Koolmoves? MoviePlus? PP?)