I don't know about the cutscenes in the lego games but it depends on your needs.
If you want them to look as realistic (and stunning) as possible and you don't care about player individual changes (like individual armor, chosen color or something), then use Blender, render your videos and export or convert them to WebM. Then use the VideoPlayer Node.
If you want them to look like your ingame footage you have to use a mixture of AnimationPlayer (for movement actions, moving lips and so on), camera movement (e.g. with InterpolatedCamera) and maybe an extra CanvasLayer for the black bars of your 16:9 aspect ratio.