The iPhone has a built-in Web browser -- called Safari -- that allows you to save photos from Web pages you view in the browser. If you're looking at an animated GIF image on a certain Web page, you can save it to the Photos app on your iPhone, where it can be viewed and shared via MMS or e-mail later. You can learn how to save an animated GIF image on your iPhone in just a few steps.
Start the Safari application by tapping its icon on the home screen.
Visit the Web page containing the animated GIF image you'd like to save.
Press your finger down on the image and hold it there for approximately one to two seconds. A menu will slide in from the bottom of the screen.
Tap "Save Image." This will save the animated GIF file on your iPhone.
View the file by tapping "Photos" on your iPhone's home screen.