Convert EXE to MOV

Absolute majority of  .exe files are actually not actually videos, but program executables and for these such conversion does not make sense at all.

Some however contain video, typically Flash and exe to mov conversion is actually searched by users that are trying to recover back the original video, in case of this conversion Quick Time MOV format.

Such recovery is doable and the lengthy process usually consists of recovery of the SWF video from the executable with the help of one of the many available SWF tools (check out exe to swf conversion entry) and conversion of that SWF file to MOV format with pretty much any multimedia converter. You can find plenty of tutorials about this on YouTube.