I'm approaching the end of the FFXI The Movie project, which so far includes every cutscene prior to Adoulin. I know there are some cutscenes for battle content, but I don't know which ones I'll need to start.
To verify the existence of cutscenes, simply go to the zone's Goblin Footprint and trade an item or gil to it (or the zone's Melody Minstrel). It is usually very near the entrance of the zone.
Records of Eminence: Complete enough objectives, then quest chain in Lower Jeuno
Unity Concord: Sign up with NPC in one town to complete for all towns
Delve: None
Skirmish: None
Alluvion Skirmish: Defeat Lorissa in Allu Yorcia, then talk to Oston
Incursion: ???
Vagary: ??? (Confirmed intro cutscenes in Leafallia, unsure about completion)
Sinister Reign: Clear Sinister Reign once
Geas Fete: ??? (Beat Ru'Aun dragon once, doesn't seem to be any)
Domain Invasion: ???
Am I missing any others?