I found this text:
Another commonly requested feature is support for DSLR Video Files. However, as with Tethered Capture the support for video files is rather limited. In short, you can import the video files, view the index frame as a thumbnail in Grid view or full-size in Loupe view (shown in figure 4 below), and export the files in their original format, but you cannot edit them or even review them in Lightroom, Instead,. to view a video file, you press the camera badge either on the thumbnail or loupe window to launch an external viewer such as QuickTime (Mac) or Windows Media Player (Windows).
Source:
http://www.computer-darkroom.com/lr3_review/lr3-1.htmBut still no list of compatible file-formats...