I guess in-game movies show only once, but I think they are a very nice touch to the game, and it would be great to give players the option of selecting them always "on" so they can see them more than once when an event happens.
For instance, I remember in GalCiv I, there was no movie for capturing planets and the playing community asked for one and the developers obliged (yeah!!) and that was very satisfying. After all, trying for two days to capture an enemy planet and then finally succeeding seemed anti-climatic when it suddenly went into a planet management screen with no acknolwedgement of success - nothing like seeing your cinematic ships over a newly captured domain!