huh?
Okay, there are two places where you can watch movies
1. Is in options. They only have the opening movies though
2. In in story mode. Only this time, when you select a team, if it has 100 under it, it will give you a menu of every Zone. (there are two levels in a zone) If you select one of the levels, (say you choose Bullet Station), then it will show the cutscene for bullet station, and allow you to play the level (as if it were actually story mode, like if you restarted and did story mode again, only this time, you can just choose which level to start on).
So say you wanted to see one of the scenes after defeating one of eggman's clones (with the really good graphics). Lets say you wanted to see the scene where team sonic walks away from eggman after defeating his egg blimp, and metal sonic rises out of eggman's remains. In order to see this scene, you would do the following
1. Turn on sonic heroes
2. Push start at the title screen
3. Select your game file
4. Goto one player mode
5. Select Story
6. Choose team sonic
7. Choose Zone 4 (Rail Canyon)*
8. Get through the two levels and defeat eggman in his blimp
9. The scene will play
* indicates that I could be wrong. Maybe if you choose frog forest (zone 5), it will play that last scene, and then go onto frog forest, but I dont know
Thats how you veiw normal cutscenes that you saw in story mode