There are only three movies on the Civ III disk.
intro.bik
security_briefing.bik
race.bik
All are in the
H:\Art\Movies
Folder.
If you do a full install they will also be copied to the
D:\Program Files\Infogrames Interactive\Civilization III\Art\Movies
Folder. Your milage may vary. Most will have those on the C: drive for instance.
Everything but the Space Race victory gets the loser heads screen on an appropriate background.
The space race victory is really a 320X240 video blown up and with a black line between each actual video line. Which was my clue as to the source of the codec. Bink Video used to do the Smacker video which was used in Ceasar III for instance.
If you want you can download the Bink stand alone player and the RAD tools from making Bink videos. For non-comercial use of course.
http://www.radgametools.com/default.htm