Movie in a Menu Screen

You see this in many games. You are in the Menu Screen and the background of the Menu Screen is like a short film showing the world of the game a little. Or sometimes just a regular picture with maybe some small particle effects in it.

How would I import a Movie in Unity ( Possibly with sound ( if this isn't default ))? Let it play in the Background of a scene. And then let it Loop?

This question might have been asked somewhere before, but I didn't find it!

Thanks for the Help.