Episode 1: Start -> Leaving Midgar
Episode 2: Kalm -> Cargo Ship
Episode 3: Costa Del Sol -> Cosmo Canyon
Episode 4: Going to Nibelheim -> ...hmm this is getting difficult. Either it'll end after a mandatory Wutai stop after getting the Tiny Bronco, or maybe it includes the rest of the hunt for the Keystone
Episode 5: Keystone Hunt -> End of Disc 1
Episode 6: Start of Disc 2 -> Meteor's summoning
Episode 7: Captive in Junon -> Ultima WEAPON's attack on Mideel
Episode 8: Cloud finds himself -> End of Disc 2
Episode 9: Disc 3