X-ray crystallography does work on membrane proteins. My former lab did membrane protein crystallography. Membrane proteins are much, much harder to crystallize than soluble proteins, but it is still doable. Several examples of famous membrane proteins that have been crystallized are the potassium channel (for which Rod MacKinnon won the 2003 Nobel prize in chemistry), aquaporins (Peter Agre, also a recpient of the 2003 Nobel prize in chemistry), and GPCRs (bacteriorhodopsin and more recently, the beta-adrenergic receptor). Most crystallographic studies of membrane proteins, however, have focused on the soluble portions of the receptors, for example, examining the extracellular ligand binding domain of a single-pass receptor isolated from the transmembrane domain. Also, EM methods also work for membrane proteins (electron crystallography), which has been very successful in elucidating the structure of nicotinic acetylcholine receptors, along with other membrane protein. But, Andy's point is valid; protein structure determination is not easy.
Crystallography cannot take video. By its nature, crystallography can only look at static pictures. One can try to piece together static images of proteins in different intermediate states (e.g. by trapping the protein in an intermediate state using a chemical inhibitor), but crystallographic techniques cannot show one how the transitions between these intermediate states occurs. Such studies, however, are not trivial and it can take decades to piece together the relevant intermediates along an important catalytic or regulatory step.
Furthermore, as Q_Goest mentioned, crystallography can only capture a small number of interactions. For example, in the movie on transcription, no one has ever solved the structure of the entire replication complex (furthermore, the structures of some of the components, lack high resolution structures). So, yes, the movie pieces together decades worth of structural and biochemical information to summarize our understanding of molecular biology. No one method could give us all the information contained in the movie. Biologists need to use a variety of tools, some of which can analyze a large amount of proteins performing a certain task but lack spatial and temporal resolution (traditional biochemistry), others which give high spatial resolution give only static pictures (crystallography), and newer methods which can give insights into dynamics but rely on results from the two previous methods (single molecule methods).