In the game, you can purchase movie & music spheres at the theatre in Luca. The movie spheres are all of the FMV sequences you have seen during the course of the game.
This is done best at the end of the game. All the spheres are very expensive so, I sold everything I had to purchase them all & saved the game in a file slot on the memory card that I only use to see & listen to those spheres.
If you turn off Subtitles in your game configuration settings they won't appear in the FMV sequences.
If you discover something new that unlocks another FMV sequence that too will be available as a movie sphere that you can purchase.