Another question which probably should be covered in the FAQ. Anyway here's a full answer which I can cut and paste into the FAQ later
I'm using retail. How can I have movies in my campaign? Short answer, you can't.
Longer answer. FS2 retail only plays movies in the MVE format. MVE is a proprietary format owned by Interplay and there are no tools afficially available which will allow you to use it. There are illegal programs around which will allow you to encode MVE format movies if you're really desperate to try it but I can't tell you anything about them.
I'm assuming you're using SCP from now on. How can I have an intro movie in my campaign? On startup FS2_Open looks for a file called intro. An avi or mpg with that name will be played on start up. A movie in moddir or moddir\data\movies will take precidence over the standard FS2 intro avi (assuming that you placed this in Freespace2\ or Freespace2\Data\Movies\)
How can I play a movie before the start of a mission/before the start of my campaign Movies other than the intro are specified in the campaign editor. Open FRED. Open the campaign editor and load\create the campaign file you want. Select the mission you want the cutscene to be played before and type in the name of the movie into the briefing cutscene box.
If you want to play a cutscene before the campaign starts simply choose the first mission.
How can I play a cutscene after my campaign ends? The FS2 ending cutscenes are hardcoded. They are triggered only when the campaign is called Freespace2 and the special End-Campaign SEXP is triggered in the mission (Not the end-campaign SEXP in the briefing editor BTW). The game then triggers a file called endpart1 and then decides between endprt2a and endprt2b depending on how the mission went
There is currently no way to directly trigger an ending cutscene except by doing this and I have no idea what would happen if you tried it with any mission other than Apocalypse.
What you can do however is to create a blank mission with no briefing which also ends the second it starts (using the end-mission SEXP) and stick the outro cutscene in front of that. Apart from a very brief appearance of the mission loading screen you probably wouldn't notice the difference.