Yeah this was a goal of mine as well, though atm I severely lack the unreal knowledge to do it. So... it's a long term goal =P
I'm not sure exactly what you're trying to do, but if you're trying to make a cinematic like say, in GoW or UT3 I imagine you do a fair amount of the animations outside of Unreal in max or maya, then chain them together in a sequence with camera angles in matinee. Or you may just be wanting to have the character play animations that are part of his basic animation set and run from point to point. The latter I think is much easier.
In any case, there has to be commands in matinee or kismet that you can call to play certain animations, or make characters run to certain points. I imagine it just requires a bunch of digging and trial and error. The camera stuff is covered pretty well in the videos tutorials.