http://www.rpgamers.net/Games/Movies/
I really don't know why I just gave you that, but you better swear your fucking life to me from now on.
As for my favorite cinematic, it's this:
http://kyarifmv.accountsupport.com/RPGN/FF6/Opera%20(Special).mpg
I don't know if that's actually from the game, but damed if it isn't awesome.