Ok - I have the same issue...
Blue box version - not purchased at Best Buy - pretty sure I picked up at K-Mart (might have been WalMart).
Downloaded the online installer above, but did a parallel install in a different folder to see if any files were different. In the Pack folder, all of the files from the download version were identical in size and file dates, but the blue box version had two additional files:
env_CountryRoad.dlg 151KB 11/18/2009 4:27PM
env_TownExterior_Gromit.dlg 98KB 11/18/2009 4:27PM
Did a new install on a different computer from the blue box version and verified that both of the above files were installed from the disk. Tested the problem save file from the first computer and had same issue.
On original computer, copied all of the .ttarch files from the download install folder to the blue box install folder - problem persisted in the save game files.
On original computer, replaced all of the original blue box .ttarch files and deleted env_TownExterior_Gromit.dlg - cut scene now played correctly upon entering the town square. Renamed same file to .bak on second computer and verified that the issue was also fixed on that computer (with no other files altered and download version never installed).
From that, I'm guessing that the two dlg files might have been mistakenly included in the installer package on some of the blue box DVDs. I can provide the two .dlg files if needed for verification. I did not delete env_CountryRoad.dlg when successfully testing the save game file. (I have not had the opportunity to play any further into the game yet to see if a similar problem occurs again due to the second .dlg file)
One other note that might be relevant - before purchasing the full version on DVD, I downloaded the demo from Steam. When I went to do the initial install from the DVD, episode 1 would crash to desktop on start - all other episodes launched correctly. Doing a full uninstall of the DVD version, and then removing the Steam version of the demo, and then a reinstall from the DVD allowed the game to launch properly.
Note that the other computer I installed on from the DVD did have Steam installed, but did not have the demo version installed at all.
Original machine was Win XP - second machine is Win 7 (x64).
Please let me know if you feel I can safely delete the second .dlg file to avoid other potential issues, or if there is any additional information I can provide to help you solve this issue for others that may experience it.