I found a showcase of preloaders from past and present websites over at prettyloaded.com. This website contains an archive of preloaders which basically load preloader after preloader. If you are a Flash designer then this website can provide you with some inspiration. There is also an option to submit a preloader, so if you spot a unique preloader then why not submit it to the website.
So what exactly is a preloader? A preloader is basically a visual cue to show information about the download of a file. The preloader can be made to look attractive to keep the user engaged while the data is being loaded in the background.