Yes they can, but so far is only limited to Nokia's midnight them. It uses the accelerometer to animate the wallpaper.
Here are some instructions on how to set them.
1. Firstly, click on Settings, and go to Themes. Click on General, and pick the theme you want to use. Once you’ve done this, click on Options, Animated Background and On. Then click on Theme Effects, and turn that on as well.
2. Head back to your homescreen. You’ll need to change the background to the default theme setting, so click on Options and Edit Home Screen. Then click on Options, followed by Default Wallpaper. Instead of displaying your own photograph, the wallpaper will now be set to the default theme setting.
This only effects one of your three homescreens – you can always leave your photographs on the others, or change all three so they’re the same.
The Options in my cell under the Themes section are:
1-Show open applications
My theme effect is ON...
I can't find the "Animated Background" option which you have mentioned..
? ? ?