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Thanks for the advice, but unfortunately, that's not an option. Firstly, it would only allow for one video to be displayed, and secondly, I don't want to replace anything; I want to add something.
Okay, we'll think about it. Maybe we can create some kind of video texture, or something similar. And then set up a cutscene where the video texture plays on a static object – a plane or a wall – and the camera is fixed on that object. But, as far as I know, in Heroes, you can't set a texture as a sequence of frames. In that case, the only option left is to arrange the sequence of frames on a plane as separate objects and set the camera to switch to each frame in the cutscene. That is, for each new frame, the camera in the cutscene would be fixed on a new object with a new frame of the video.
It's clear that this is a somewhat crazy solution, and there might be issues with syncing the audio. But, I think there aren't many other options.