Here is a good place to share VJ loops resources:
http://www.archive.org/details/vj_loops
http://www.archive.org/movies/thumbnails.php?identifier=Analog_Recycling_VJ_Loops_II
http://www.beeple-crap.com/vjclips.php
http://www.archive.org/details/pixelpunx_VJset_1
http://www.martin.com/maxedia/vis.asp
With the Media Module you can open both locally stored and media files store on the web (via URL).