I only ever saw a couple of the FF series cutscenes as my mate played through it. I absolutely loath the games, so even the spangly FMV (which is admitedly very lovely) couldnt keep me playing.
i really liked the cutscenes in 'Mafia' kinda like an oldy worldy version of GTA3 - no idea where you would download such stuff though. As for FF ones, there is a bunch readily accessible on the CD's (for FF7 at least).