View these movies in the Visual Options menu after unlocking them in the game.

Movie - Task

Movies 1 and 2 - Start a new game
Movie 3 - Get to the boss of the first world
Movie 4 - Beat the boss of the first world
Movie 5 - Start world plus
Movie 6 - Get to the boss of the world plus
Movies 7 and 8 - Beat the boss of world plus