I think this can be done easily with Lua if there were a couple of more extensions to it.
If there were a mode to "load" a movie file into a table (not actually play it), have the number of frames since the last reset (you can probably track that in lua though), and most importantly; have a way in lua to turn off the background and everything, you can do this:
load movie file as input array
create player state
create movie state
save both here
now for every frame do
save player state
load movie state
do next movie input
get image string
save movie state
load player state
do player input
draw the movie input over the player input with some transparancy (or something to make sure who's who)
repeat
And this would be a ghost, emulator independent (FCEUX can disable background etc as well) and game independant!
You can do the same principle for multiple movies too :)