1. Use a particle emitter.
This is a quick look how to create Bullet casings using particle emitters. You can make a particle emitter in Apple's Motion, GenArt's Sapphire, AutoDesk's Combustion, FXhome's Effects lab and other compositing programs.
2. Use stock footage from Detonation Films.
Visit his site from our links page.
3. Take a still image (with a transparent background) and animate it in your editor or After Effects.
Simple, Time Consuming.