I do have many data files. They look like 1.dat 2.dat .... .... 1000.dat
I want to make a movie using these files plotting them in sequence. Does anyone have any idea
You need two steps here. The first one is to create jpeg or png plots from the data. I do not know what your data looks like, but I guess you've already found out how to plot it with gnuplot. Gnuplot has a loop option, but if you're on a linux box, you can easly pass all the files to gnuplot as arguments for example, run the following in bash:
for i in {1..1000}
do
gnuplot "What needs to be done" $i.dat
done
Now, you need to create your movie. The easiest way would be:
ffmpeg -i gnuplotoutput%04d.jpeg movie.mpeg
Edit: After your clarification (the data is 3d etc):
for i in {1..1000}
do
gnuplot -e "set terminal jpeg; splot '$i.dat'" > pic$i.jpeg
done
ffmpeg -i pic%04d.jpeg movie.mpeg
Indeed, the idea was that "what needs to be done " will be replaced by your own commands. gnuplot is exceptionally capable, but you need to tell it exactly what to do. That depends on your data, and what output you want. I've used splot, to create a 3d grid graph.