There is a known issue with Neverwinter Nights where cutscenes won't play with ATI graphics adapters due to a bug in the binkw32.dll as shipped by the game. This issue remains unsolved even with the latest official patches, but patching the offending DLL as explained below solves the problem for most people.
After this procedure, your NWN installation directory will contain the original DLL file, renamed as binkw32_ati.dll, and the new binkw32.dll file from here. That's it—the cutscenes should now work again. For more details, please check the GOG.com forums (post 1 and post 2).
If you don’t want to fiddle around with renaming DLLs and stuff, you can unpack this combined archive which contains both DLLs with the correct names. Just unpack it into your NWN installation directory as explained below.