The Wavefront .obj format does not support animations but it does support "parts". You could write your own animation system to perform keyframe based animation (probably with interpolation). However you would also have to develop your own tool to create the animations. Personally this work is worth it since keyframe animation is really simple and fast and for small models (especially on mobile it looks quite good).
I wrote a tool that does this a while back that I can dig out for you if you would be interested in it (might take a couple of days to find it ;)). Here is a video of it:
I also provide an API for OpenGL that reads in the data and displays it you can use as a reference for the engine you are using.
You might also want to look at other file formats such as fbx or COLLADA which do embed animation data into them. It also means that you can do animation using Blender, Maya etc...
Some links to stuff:
http://www.autodesk.com/products/fbx/overview (FBX SDK to help load the FBX animation data).
http://threejs.org/docs/#Reference/Loaders/ColladaLoader (Example COLLADA loader for Three.js).