Seems like there is a bit of confusion here. I don't want to sound like I'm bragging, but I do own the video/movie in question, so I guess I'm the best to answer it (second to Alf and anyone from OWI of course).
The movie called "Abe's Exoddus: The Movie" is a short film which runs for about 15 mintues. This
is not a full length feature film which is apparently supposed to be made sometime in the future (5 years at least I read in a interview w/ Lorne Lanning).
The short movie was only shown at San Luis Obispo and a cinema in LA (I think) in order to qualify for a Academy Award Nomination (which they unfortunately did not win). It was the first Video Game ever to be nominated for an Oscar. It is made up from the FMV sequences from Abe's Exoddus, along with some additional footage showing a Mudokon newsreader reporting the events for FUD news (some may have seen this image on Oddworld.com).
Later the movie was released as a promotional video, this is what I have a copy of (see below).
I got it from eBay about a year ago, but haven't seen another one there since.
I think the video ChrisCo refers to is just a gaming promotional video.
Abe Babe...