Hi,
Closure currently loads GIF files by saving the contents to a temporary file, running gif2png on the file, then slurping in that file. The attached patch (well, it isn't packaged as a proper patch) allows Closure to load GIF files directly, thanks to Zach Beane's Skippy library.
http://www.xach.com/lisp/skippy/
Interlaced GIF files are not currently supported by Skippy (but this should change shortly). Only the last frame of animated GIFs will be displayed (yes, this is a feature).