I took a bunch of pictures and then pasted them together with
convert $(ls *JPG | sort -n -r) $(ls *JPG | sort -n) -layers OptimizePlus paper.gif
convert is a tool from the free ImageMagick package. The sort command organizes the files into numerical order (great for those file names that cameras tend to import). The -r flag reverses the set in the first sequences and then I remove it for the second sequence so it loops nicely. Again, you may have to click on the picture and let it load a second before you get a nicely looping image.