Zip up the images, and send the zip file. In the client, read the images from
the zip.

That's what I do for displaying a 24hr "movie" of ionosonde data, with one image
every 5 minutes. The client (an applet in this case) requests the images via a
cgi-bin URL which specifies the date. The cgi creates a zip archive of the
images for that date and responds with the necessary HTTP for the client to
understand it, in this case it's PHP:

header("Cache-Control: no-cache, must-revalidate");
header("Pragma: no-cache");
header("Expires: Fri, 4 Nov 2005 00:00:00 GMT");
header("Content-Type: application/zip");
exec("/usr/bin/zip -qj $tmpfile $Directory/*.gif");
passthru("/bin/cat $tmpfile");

The important part is "Content-Type: application/zip", the other bits are to try
to prevent client side caching. The last two commands create a temporary zip
file of the GIFs in a directory, which is then streamed back to the client.

The client requests the zip file by opening the correct URL, which it reads as a
ZipInputStream:

  URL url = new URL("url of cgi-bin");
  ZipInputStream zipStream = new ZipInputStream(url.openStream());

and from there the client can access the images in the ZipInputStream. In my
case I always want to read them in sequence. Random access to a zip might be
more problematic.