You can definitely use movieclips by just adding them to the stage - that doesn't really work with the flixel display list though (i.e. will show up on top of everything, but I guess this is perfectly fine for a cutscene?)
For working with the regular flash display list, there are two helper functions in FlxG: addChildBelowMouse() and removeChild().
Pretty sure you can also use svgs with FlxSprites by using OpenFL's swf lib to rasterize them, but I'm not sure if that'd work with animations.