Yes, old 3ds file format support bones + animations, however the info about that topic is hard to find.

I sugest a old library released by autodesk called "3ds file toolkit" which allow to not just read but also write 3ds files in a esier way (forget about those chunk parser) so you get everything supported by 3ds files including bones and animations,

http://www.dxtre3d.com/temp/3dsftk.zip

It include the documentation in ms WORD (*.doc) format and some examples.

Unfortunatelly the library is for C language; few months ago i had the plan to build a wrapper DLL in C for been then used by delphi to return just the meshes, bones and animations in a structure similar to ms3d file format; i tried the demos included in the package and I even build a DLL that pass dumy data to delphi so i know it is perfectly posible however i abandoned the plan becouse...1.- i confirmed that i really hate the C language, 2.- then i was thinking if it is really worth the effort, the 3ds is an old format that dosent support weigthed vertex which is almost a must in these days, so for me maybe it would be a better idea to use now popular half life SMD format for get skined models in my engine.

The package include the full source code in C if you or someoene else want to do the herculean effort of a Pascal convertion; or if you want to develomp a wrapper DLL.

good luck.