Special effect in videos and gifs I'm looking for a program but since I don't really know how these kind of effects are called, it is hard to search for it, so I hope someone here can give me some pointers.

I want to create animated gifs like this one: http://9gag.com/gag/aozMMGg
The remarkable thing here is, that some parts of the gif enjoy a "wind effect". The tie and the picture in the background are blown away.

Personally, I think the creator did this in a SFX video program and converted the video to a gif. If so, does somebody know which program can do this?
For that specific example, any editing package would do - either an image stitching program or as Weylin said, more likely a video editing tool.

All that they have done there is have a background layer which is fixed throughout, then 5 layers containing the sign, his chin, his mouth, his tie and the ticker. 

Each of these layers is manually edited to move the item, then the frames are stitched together to form a gif.

There are ways to automate all the movements along animation tracks, but for a simple gif like this that would probably be overkill.