In terms of anime media, the best (for me) that I had found out in the net is http://bluelaguna.net/ where I had found (even downloaded) FMVs or cut-scene videos of Final Fantasy. I sure did have a collection of some. By the way, some people used this videos for creating fan-made videos.
I suddenly bumped to this cool site while reading some comments on youtube where I'am watching videos of fan-made Gold Saucer dates of different people in Final Fantasy VII. Well check the site if you would like to see them too!
