The attacks in the border region came at the end of a one-week deadline issued by fighters loyal to the Taliban in Miranshah for shopkeepers to close stores using images or music.
"We received a letter one week ago from the Taliban that we must close down our business and not sell any music, videos or photos," Inayatullah Khan, a shop owner, said.
"Now they have carried out their threat and left us without our business."
Dozens of entertainment shops in northwestern Pakistan have been attacked in recent years by groups who say that music and images are against the teachings of Islam.
Fighters in the region are loyal to the Taliban, who ruled Afghanistan from 1996 to 2001.
Pakistan's new government launched peace talks with the fighters after coming to power in March.
The new administration said that a clampdown against Taliban loyalists by Pervez Musharraf, Pakistan's president, was only fuelling militant activity.