By any chance are you using the package I made?
I'm using the setup from Zebidee. It worked but it took me awhile to figure out how to edit the list through the dat file.
Your movie filenames need to match your rom filenames ideally.
If your video files are bad for some reason, then Mamewah will report so in mamewah.log. If nothing is reported in there, then Mamewah cannot find your files - check all paths/filenames etc.
I finally got it to work!!! My cfg file in mamewah/zinc had list generation method dat file, so I went to the dat file and looked at what the game number was for each game then made sure the videos matched it. An example would be that Street Fighter EX had to be changed from sfex.avi to 25. It was a little confusing to try to get all of them all perfect.
Now I have only one left...this hurts my brain....in the dat file, there are two games listed as number 24. It's Star Gladiator and Tetris Grand Masters. I've tried to change the number in the dat file but then it wont play. I also tried to change the number in the catver and the gamenum file so all three files match up, but it wont play. At least the video preview works

. If anyone has any suggestions on how to correctly modify the three files (zinc.dat,catver.ini,gamenum.cfg) it would be greatly appreciated. Thanks.