There are two different FMVs, and then a third one made with bits of the other two.

The first FMV is the introduction; it features clips of the main characters, then a longer section showing Terra, Biggs and Wedge getting into their Magitek Armor under Kefka's guidance. It's a really good intro to the story, this FMV plays every time you start up, before the title screen. The music is really good - a live piano and orchestral version of Terra's theme, very moving.

The ending FMV plays last of all, right after the end credits. It's truly impressive. It starts off with the most beautiful live arrangement of 'Aria di Mezzo Caraterre' ever, and features a mournful-looking Celes preparing for the opera. Interspersed are blank screens featuring some of Kefka's nihilistic phrases. Then, the FMV shows different characters in different, memorable scenes from throughout the game, inlcuding: Setzer piloting the airship and shooting down an imperial flier with his cards, Shadow being cool and ninja-ish on the train, and Kefka's superhuman form facing the Esper Alexander.

The third FMV is a kind of 'bonus', it's a promotional trailer for the re-released game, showing excerpts from the other two FMVs, accompanied by the second half of the Italian 'Aria di Mezzo Caraterre' from Final Fantasy VI: Grand Finale.

Also, the PSX version of FFVI (in PAL countries, 'Anthology' included FFIV and V only; VI was re-released separately), had a special section including a complete bestiary with detailed info on every opponent; a guide to the prizes at the Colloseum; a list of all spell types, including Blue Magic... and quite a lot more besides. You can even check your stats for every game - how long it took, how strong your characters were, etc.

I never owned a SNES, so I never played FFVI till it came out for the PSX... but it's a great way to play the game, in my opinion. It's cheap, too, so I'd highly recommend it.