LÖVE

I want to do some cutscenes for my game.
There is any way for i play videos on my game?

The short story: No

The long story:

Yes, but it's probably not worth it.

I was able to create a working demonstration that used a ton of ram: viewtopic.php?f=5&t=9275&p=57960
And here flashkot expanded on the concept and did a much better job of it: viewtopic.php?f=5&t=10396

Keep in mind both of these are love 0.8.0, but wouldn't be hard to port.

Love 0.9 uses LuaJit, this means you can use the FFI to call functions in dynamic libraries, so if you're really so inclined you could. But you'd be leaving love territory and it's a cold hard world out there!