Is it possible to package all external files, such as images and videos, into the final .swf or equivalent file? I want to keep the external files separate because it is easier to change them out while developing, but I don't want them to be external when delivering the project. Does anyone know if this is possible?
If you mean you want to develop your fla and have all assets for your swf loaded externally, then when it is time to give the swf to you customer have all of the assets loaded and saved into the swf so it can be 1 file, then no.
First off, the method for loading images, videos, etc from an external source requires different code then it would if all of the assets were compiled into the swf itself. Secondly, there is no mechanism to do this anyway.
As an alternative, you could keep all of your assets in a single separate swf that your main swf loads. Then you would be delivering 2 swfs, one with just the assets. Updating the content during development, however, will be very similar to what would be required if you just kept all of the assets in the main fla to begin with.