You will need
XCC Mixer. The videos are either in .vqa (TD, RA, TS) or .bik (RA2) formats. Open XCC Mixer, navigate it to the game CD, you'll most certainly find "movies*.mix" (For RA, open "MAIN.MIX", then you'll find movies*.mix inside it). Open them, and voila, you can
extract the movies now. Mind you, they are pretty large, and the old (TD, RA) ones are in pretty low quality.
.vqa is playable with
XCC AV Player, .bik is playable with
RAD Video Tools.