Insert Photoshop Layers and Illustrator Layers into Sequences in Flash

You can import layered PSD and AI files as either keyframes or layers.
Photoshop has a built-in script that allows you to select a folder or group of images and open them as layers in a new PSD. (File > Scripts > load files into stack...)
It's then a simple matter to import the PSD to the stage as keyframes within a MovieClip.