Alex, VideoWriter has a profile called 'Indexed AVI' which will allow you to save the image with the colormap information. You can use the code below:
vwObj = VideoWriter('myfile.avi', 'Indexed AVI');
vwObj.Colormap = jet(256);
open(vwObj);
writeVideo(vwObj, image1); % Repeat for all images that you want
close(vwObj);
MPEG-4 files do not accept a Colormap property. However you can specify a colormap at the time of writing by supplying a MATLAB frame as bellow:
vwObj = VideoWriter('myfile', 'MPEG-4');
open(vwObj);
f.cdata = image1;
f.colormap = jet(256);
% The colormap will be applied before writing the data to the MPEG4 file
writeVideo(vwObj, f);
close(vwObj);
Hope this helps.
Dinesh