Play .mov or .avi in BGE I am trying to make an explosion in the game engine, using GLSL shading.
The Alpha works so all you can see is the fire, but blender is treating it as an image texture and not playing the video. 

Are there any easy ways to make the game engine play animated textures? I do not mean by using this method:
You can play videos (and images and render from other cameras) with the VideoTexture module.

You can test that with Dynamic Texture 1.0 - easy to use VideoTexture.

Edit: You can find the official documentation of the VideoTexture module (incl. example) in the BGE API.