Every DMW character has several scenes which contribute to the percentage in the DMW menu. The following are some of the scenes and when they can be viewed:

Aerith

Aerith and Zack are in the park, and she asks if Zack can jump to his feet on sand. Zack says he can. He tries it once, fails, asks for another try, and succeeds.
Aerith is tending the flowers, and Zack says "Let me give you a hand." She replies "That's okay. They only want to be tended by me."
Aerith is taking Zack to the Wall Market. They are right outside the church, and Zack says "So this is the slums." He talks a little with Aerith about how they look. She says she has lived there her whole life.
Aerith and Zack are in the church and she laughs. Zack says "Is it really that weird?" Aerith says no, and that it is just different. This is only seen after the Modeoheim incident when Zack inherits Angeal's Buster Sword and changes his hair.

Angeal
Zack and Angeal are surrounded by enemies, and Zack asks why Angeal does not use the Buster Sword. Angeal says it is large and unwieldy.
Zack and Angeal are in a cave with the bodies of Sahagins around them. Zack is facing one still standing, and Angeal tells him to focus. Zack kills it, and Angeal says that was just focusing for the sake of being focused. Zack says it did not feel the same as before.
Zack and Angeal are in the training room. Angeal says he is going to have Zack fight his data from last month. They begin to fight and use the same attacks at the same time. Angeal stops Zack.

Cissnei
Zack comes out of the elevator in the Shinra building and asks Cissnei out to dinner. She cannot because she has an assignment. Zack says he will talk to her supervisor, but Cissnei says she would not, as he is pretty scary.
Genesis copies have Cissnei trapped on LOVELESS Avenue, and Cissnei is exhausted. Zack drops down, exclaims "Oh no!", and runs after them. There is a flash, and Reno and Rude are standing next to Cissnei with the Genesis copies on the ground. She says "Pretty good teamwork, huh?"
Cissnei and Zack are at Costa Del Sol, then Tseng walks by, still in his suit. Zack comments that it must be hot. Cissnei asks if he would have preferred swim trunks. This is only seen after Zack's vacation.
Zack says "Oh, no where did Hollander go?" Cissnei comes up and says "You lost track of him?" and they talk about it a bit. This is only seen after the chapter where Zack and Sephiroth go to where Angeal and Genesis were sighted in the Mako reactor. It ends with Zack falling from the plate.

Cloud
Cloud is leaning against a pillar in Junon and Zack runs up, saying there he is. The two infantrymen next to Cloud say "This grunt got sick from the ride here!" Zack says "You think he's up for some food?" and the two men say "All right! Food!". Zack says "No, wait! Hm. What to do? Okay, you can come too, but in exchange you have to promise to look out for Cloud." This is only seen after the Junon chapter directly after the Modeoheim incident.
Zack defeats a monster and puts his sword away saying "Yeah!". Cloud yells "Zack, get down!" and begins shooting. He kills the monster behind Zack. Zack says "Thanks!" and Cloud removes his helmet.
Zack is laying down on the plains saying "I wish I could show this sky to..." and then Cloud yells "Come on Zack, we have to go!"
Zack gets off the motorcycle. Cloud is sitting in the side car, slumped over and not moving. Shinra troops come over and Zack says "As you can see my friend is sick. So let's hurry this up." This only occurs after you reach Banora when Cloud has the Mako addiction.

Genesis
Genesis has a few scenes but they are short, have no subtitles, and feature only him. They can all be seen when you obtain his DMW.

Sephiroth
Zack and Sephiroth are running, then they encounter some machines and monsters. Zack tells Sephiroth he will handle it, but Sephiroth takes them all out nearly instantly.
Sephiroth is instructing Zack on killing with one blow. Zack kills a Dual Horn in one strike and Sephiroth says it was too weak, and to find another.
Sephiroth is in the Shinra Mansion basement talking about the Cetra (ancients). This can only be seen after you find Sephiroth in the mansion during the Nibelheim investigation.

Tseng
Tseng and Zack are in a Mako Reactor. Tseng calls Zack saying it will be bothersome if they call for backup. He jumps down and the Wutai exclaim "Turks!". Zack jumps down and slices his sword. He is between Tseng and the Wutai. The Wutai exclaim "Oh no, SOLDIER!", Tseng shoots them, then says "What are you doing? They've called for reinforcements!"
Tseng and Cloud are standing next to a chopper in Modeoheim. Zack walks up and says sorry to keep you waiting. This is only seen after the Modeoheim chapter.
Tseng and Zack are on a roof with a chopper. Zack comments about "The whole thing being destroyed" and Tseng says it is his duty as a Turk to erase all evidence of misconduct.
Tseng, Reno, Cissnei, and Rude are standing next to a destroyed wall in the Shinra building. Tseng says it is up to Zack to catch them. This is only seen after the assault on the Shinra building by the Genesis copies.
Tseng and Zack are in the Modeoheim mountains. Zack says "It's them." You see two SOLDIER swords in the ground. Zack says "Sebastian, Essai." Tseng says "I'm sorry. Our dealings with AVALANCHE resulted in SOLDIER casualties." Zack replies "It's okay. In the end, they regained their senses." This scene may only occur after the Modeoheim incident.

Weiss and Nero
After defeating Genesis at his special shelter in Banora towards the end of the game, Zack carries him out. He meets back up with Lazard and places Genesis beside the chair. Lazard and the Angeal copy that protected Zack and Aerith die, Zack gives Cloud and Genesis a Dumbapple, then gets one for himself. After eating the Dumbapple, Genesis says a few words, and Zack leaves. Genesis is left there, however. It then shows a scene with two mysterious SOLDIER operatives landing a chopper and taking Genesis. They say "Apparently he is to become our brother." It does not show their faces. If you watch the credits, you will notice that it says under voice actors, the characters Nero and Weiss. Nero the Sable and Weiss are enemies from Dirge Of Cerberus. This game does not explain what they did with Genesis.