The 1.2 update adds support for more variable types, including anything derived from Unity.Object (e.g. MovieTexture, AudioClip...). I think this will make it a lot easier to make the kind of app your talking about, where you'd really want one MoviePlayerFSM that you send events to.
Also look into Set Event Data and Get Event Info. These actions let you attach extra info to an event. Ideally you want simple FSMs communicating with each other using clearly defined events.
And, of course, don't forget about prefabs. Consider when an FSM can be made into a prefab with exposed variables in the Inspector, so instead of copy/pasting FSMs you're instantiating a prefab and tweaking its settings. Again for your app, this will be better with more variable types available...
I'm hoping to get 1.2 out this week, but PM me if you want to play with the beta before then.