I have beaten the game just yesterday, and might I add it is one of the best in the series of Onechanbara games that I have played since the two titles I have for my PS2 slim console.
There are no cutscenes that have appeared in the gallery section since my first play-through of the story mode on casual. There is a section in gallery called Characters, Motion, Sound, Profile, Voice, and Images.
Characters allows you to view all the character models in 3D, including all Boss and enemies of the game, and all four girls as well (the main female cast), where you can zoom in and rotate the camera around each individual character model. You can even view all four girl's transformation models as well (their Xtasy forms when they transform during their rage modes).
Motion is the option that allows you to view each and every action, pose, and movement of each individual character that was used in the game including boss and enemy types, which is pretty cool in itself.
Sound is the option which lets you listen to all the awesome audio tracks that were used in the game, and some tracks even have an instrumental version as well without the lyrics!
Profile is like a short Bio of each an every individual character that was used in the game.
Voice is the option that allows you to hear the many different audio voice tracks that were used for each individual character model in the game. Be prepared to go through a list of many voice tracks, as there are quite a lot of them for each individual character, and some characters even have a Special voice track that wasn't heard in the game!
Images is self explanatory, and this is where you can view all character images that you have unlocked during your first play-through of the game. Images that I have unlocked thus far include all four girls, some even including characters from past Onechanbara games like Reiko and Misery, and some images including some boss characters as well. There are however more images to unlock, as I haven't unlocked them all yet.
As for cutscenes, and the option to replay them from gallery, it's hard to say if this option is included in the game, but since there are many more things to unlock such as certain accessories for the girls, I don't see why the option for cutscenes would not be available as an added bonus to the gallery.
On the other hand, if it is just the cutscenes you want to be able to see again, and you can't really be bothered by unlocking every single thing there is to unlock in the game, might I suggest looking on YouTube for all available cutscenes for the game.
Here are some to get you guys started: