Nope, all kinds of programs have been used, but at the start they were all exported and uploaded in flash format. Now, movies can be either flash (SWF) or MP4, and games can be either flash, unity or HTML5. IMO Flash is a great format for anything animated, since it lets you re-use graphical resources and save on filesize, wheras MP4 is an entire image for each frame, and at at least 24 frames per second the size rises pretty quick... there's a good list of programs people use on this page: http://www.newgrounds.com/wiki/creator-resources
But it's far from a complete list. Check out game dev resources on the page above, some of those are pretty simple once you get used to them!
KILLY12
flash and swf.