Hmmm...let's see...you might miss...

1)If you get Vincent BEFORE you get Yuffie,engage in battle with Yuffie with Vincent and then he will say that Yuffie's weapon looks familliar.(Probs right on this one)
2)When fighting Hojo,you don't get to see Vincent trash talk Hojo if he's not in your party.If you already have acquired him but don't take him to fight Hojo,he will only stand on the stairs and say "Damn,Hojo...".If you haven't,you see neither.(this is for sure)
3)The waterfall part.You need Vincent himself to get the final weapon and limit.