Originally Posted by
TinyRedLeaf
^ What Urthdigger said.
In case you haven't noticed, "actual" cutscenes are those where the dialogue box doesn't show up. And, if it's any consolation, you can usually read up the details in your journal. You can think of the cutscenes in The Unending Journey as the highlights of the story, rather than a blow-by-blow recording of everything you saw in-game.
If you really want to re-live everything, you'd have to do as I do: I take screenshots of almost every line of dialogue. But you'd then end up with several thousands of pictures. I'd usually take some time to curate the pictures and throw away the ones that don't add much to my understanding of the story.
I used to record the cutscenes too, but I abandoned that eventually as it was far too resource-intensive.