I've seen Java applets used for it, but you could just use a horizontal/vertical marquee for it. HTML tag for it is just:
Code:
<marquee>Your text</marquee>
Properties like direction, scroll delay, and a couple others modify how it scrolls and how fast it goes.
In my opinion, I don't use them, because they can be annoying to read. Sometimes I like them if they are made smoothly and have a OnMouseOver stop command.