BioVisions at Harvard Univesity produced a neat animation of the processes taking place inside living cells. I like the little walker thing pulling along a big wobbling, rubbery bag of something or other. Link (Thanks, Craig!)
Those little walking things are kinesins - they are used for transporting vesicles of goodies up and down axons. You can see a more chemical-y video here and there's apparently a whole homepage for kinesins here.
The "little walker thing" in the cell animation video you linked is a molecule called kinesin. It drags vesicles ("rubber bag") along microtubuli to direct the cargo in the vesicles to a particular region of the cell. I explain it here, with relevant wikipedia links.