LightFilter Animation
As an example of animating a filter, here's the Light Effects filter running as an applet. The image being filtered is shown on the left and the bump map applied to it is on the right. The Light Effects filter uses a lot of processing power, so unless you have a fast machine, this may not be so much an animation as a series of stills.
Image and Bump Map
Light Effects
If this isn't working for you, then you have the wrong browser, wrong type of machine, wrong Java virtual machine, wrong settings, wrong day of the week, you're behind a firewall, your browser just doesn't like you or any of the zillion things which can go wrong with an applet. Frankly, I didn't want to do any applets at all because they're such a pain. Did I tell you about the time.....
For some other animations, have a look at Particle System Animations.