If you've ever seen "pump" aerobic classes you will know that they often utilize weights, mainly barbells, and involve a series of exercises to music with more or less lighter weights with a fair amount of continuous movement. See this video for an example. (Those weights are lighter than they look, by the way.)

The (not so) secret to expending energy to lose weight is continuous movement. Thirty minutes of aerobics will use at least twice the calories as 30 minutes of weights because you actually move more doing cardio. But why not combine the two?

That's what I call weights-cardio circuit training. You can see an example in my circuit training program.