The Any File plugin uses the Windows and Mac thumbnail services to get thumbnails for any file type they understand, including video (Windows Explorer on Windows, the Quick Look functionality on Mac).  On Mac OS, the command-line tool "qlimage" will retrieve thumbails for any file type.  On Windows, I had to write a small program that accesses the thumbnails of Windows Explorer.  More than a little painful.

But in your case, perhaps you could use "ffmpeg" on Windows and "qlmanage" on Mac.

I just remembered that there is an undocumented module LrPhotoPictureView:

http://forums.adobe.com/message/4140432#4140432

In a quick test, it shows a thumbnail for .mov files in the catalog:

--[[--------------------------------------------------------------------------
Shows a 400 x 400 thumbnail for the selected file.
----------------------------------------------------------------------------]]

 local Require = require 'Require'.path ("../common")
local Debug = require 'Debug'.init ()
require 'strict'

local LrApplication = import 'LrApplication'
local LrDialogs = import 'LrDialogs'
local LrFunctionContext = import 'LrFunctionContext'
local LrPhotoPictureView = import 'LrPhotoPictureView'
local LrView = import 'LrView'

local showErrors = Debug.showErrors
 
local function main (context)
    local f = LrView.osFactory()
    local catalog = LrApplication.activeCatalog ()
    local photo = catalog:getTargetPhoto ()
    
    if #photo == nil then 
        LrDialogs.message ("No photo selected")
        return
        end
        
    local pictureView = LrPhotoPictureView.makePhotoPictureView ({
          width = 400, height = 400, photo = catalog:getTargetPhoto ()})
    local result = LrDialogs.presentModalDialog {
        title = "Thumbnail test", contents = f:column {
            f:static_text {title = photo:getFormattedMetadata ("fileName")},
            pictureView}}
    end
    
LrFunctionContext.postAsyncTaskWithContext ("test", 
    showErrors (function (context) main (context) end))