There is only moderate consistency in when this is done. For example, Google Reader subscribers won't see the embedded graph below from d8taplex, but Bloglines readers will.
Video is one of the most important media types online, and web-based readers - through a white list mechanism - permit embedding and iframe inclusion in feeds if they source their content from certain blessed sites. However, again, this behaviour (the content of the white list) varies between online feed reader services.
As Google Reader is the dominant player, they would, ideally, set up some mechanism to establish the validity and reliability of sources of such dynamic content, thus allowing all legitimate contributors the means to publish via feeds. Otherwise, dynamic data providers are forced to use Flash or similar runtime based inclusions and not the HTML 5 stack.