Nope, not by default. There is an option in iPhoto to do this if you use it for photo management, though. Alternately, here's a MacOSX Hint that offers one way to DIY a tool to do it, and a half-dozen more are offered in the comments:
an application I use called "justlooking" can do it.
It is a photoviewing application that can scroll through images in a folder, and even play animated .GIF images. Way better than preview is for image browsing.