A lot of users try to create a video files (for example .avi) from a sequence of images (including .gif). This can be either done with a program specifically designed for image to video conversions, but a lot of video editors also support this function. Of course the resulting video will have no audio tracks.
Another popular variant would be animated GIF format, which is essentially a series of GIFs in one. You would need a special program for this and not a standard converter.