I know there is an animated version of the price history for bitcoin (although I cannot find it at the moment), I don't suppose there is an animated bid/ask history for mtgox aswell. it would at least be interesting or maybe give an insight to the tactics of buyers and sellers.
I don't think anyone actually logs all that data, apart from taking occasional snapshots of the full depth. I started a project to log all depth updates from socket.io in a manner that can be queried efficiently, but lost interest. I'd like to see someone else do it.