A thaumatrope is a small paper disc with two strings on either side. Half of a picture is on the front and the other half on the back. When you spin it between your fingers, the pictures appear to merge and form a complete scene. The Graphic Arts collection has a French set from the early 1800s. Here are a few examples.
For a set of smoother animations, see the wonderful Richard Balzer tumbler or website:
http://dickbalzer.blogspot.com/