Video game developers and enthusiasts often call those a sprite strip or a sprite sheet.
Here's an example:
In video games, things on screen are represented by textures drawn in 2D or 3D. Textures are either static, which means they only use one image and it never changes, or dynamic, which means they change over time, most commonly by simply looping over a number of frames.
Sprite strip is what contains a number of sprites (separate images) and they can be seen as still images in an image editor like MS Paint or Adobe Photoshop.
Old video formats and animated GIF images (in the simplest form of description) work very much like the example above − they display a sequence of images with equal dimensions and your player may do so in a loop.