I have a scene with some planes that have animated textures, with auto-refresh turned on. I've got 2 planes with png sequences (200 frames more or less) and 4 planes with 720p movie files (2 minutes each).
The thing is that when I play the animation in the viewport, Blender starts incresing Memory usage in a base of approximately 10MB per frame. So, in the end, when the memory usage reaches the top of the RAM memory, everything starts to slow down.
I noticed that this behaviour also occurs when you make an opengl render.
The only way you can free the memory is by closing blender...