With Jsoup you can get the HTML source of a website. After that, it's easy to get the images or video's. I believe the only exception is animated gif and certain video files like avi/wmv. Processing does not display those. You can however retrieve those files and store them on your computer and watch them outside of Processing.

Also, after some searching in this forum, i found : https://forum.processing.org/topic/load-image-from-web-13-7-2012

1. import org.jsoup.*;
2. import org.jsoup.parser.*;
3. import org.jsoup.select.*;
4. import org.jsoup.nodes.*;
5. Document doc;
6. URL url;
7. URI uri;
8. void setup() {
9.   println(extracturl("http://www.flickr.com/groups/landcape/pool/"));
10. }
11. String[] extracturl(String s) { 
12.   try {
13.     doc = Jsoup.connect(s).get();
14.   }
15.   catch (IOException ex) {
16.     println(ex);
17.   }
18.   Elements imageElement = doc.select("img[src]");
19.  
20.   // remove everything except the url
21.   String[] imgUrl = new String[imageElement.size()];
22.   int count = 0;
23.   for (Iterator<Element> i = imageElement.iterator(); i.hasNext();) {
24.     Element e = i.next();
25.     if (e.attr("src").contains("http"))
26.       imgUrl[count++] = e.attr("src");
27.     else { // retrieve the full url
28.       try {
29.         url = new URL(s);
30.       }
31.       catch (MalformedURLException ex) {
32.         println(ex);
33.       }
34.       try {     
35.         uri = url.toURI();
36.       }
37.       catch (URISyntaxException ex) {
38.         println(ex);
39.       }
40.       imgUrl[count++] = uri.resolve(e.attr("src")).toString();
41.     }   
42.     e.remove();
43.   }
44.   return imgUrl;
45. }