The latest version of the Kindle app, which is available for free in the iTunes app store, will allow for the support of embedded video and audio clips. So that includes stuff like hearing random bird calls to some awesome extras like an on-scene tour with Rick Steves' Rome guidebook.
This seems like a great step in making e-reader apps (and e-book readers themselves) more exciting and better learning tools with more features to take advantage of. Clips will have to be small in size though, depending on the target gadget's hard drive space. Hopefully Amazon expands this to more titles soon as well, as only 13 titles are tagged with "Kindle Edition with Audio/Video" at the moment.