Video capture? Argh, that would produce horribly blurred sprites!
I got a better way to do it:
Run the game in SSF 6, disable the background layers and take some screenshots (or capture it using some desktop capture tool) during the character animations. Since SSF 6 runs super slow on anything, it's easier to not miss any frames.
But you'll have to take care to keep the game from zooming out. I think it runs at 100% zoom most of the time if you're in single player.
You can also use the lv 200 cheat, go into versus mode, pick that small peasant kid as human-controlled oponnent, and move it either far into the background or into foreground (using L and R), so it becomes out of view, while being horizontally close to P1 (keeping the zoom at 100%).