In Wind Waker HD, dying will stop any cutscene or loading trigger from being activated. However, due to the rate that health ticks down at (1/4 of a heart per frame) we can damage ourselves right before a trigger begins loading and then die when the game loads the next area or cutscene. This can be used to skip cutscenes that start after a loading. Most of the time, this cutscene cancelling method will only work on Hero Mode, because it requires a damage source that deals at least 1/2 heart of damage.
See the Forest Haven page.
See the Ganon's Tower page.
Using a moonjump cheat, it is possible to die right as the cutscene starts by taking fall damage on the dungeon warp, which successfully skips the cutscene at the end of every dungeon. However, if performed, Link won't be able to obtain the pearl, or the sword upgrade, that comes with the cutscene because they are obtained in the middle of the cutscene, not at the beginning. The cutscene that follows the Earth Temple won't play again after being cancelled, resulting in not being able to obtain the Half Charged Master Sword anymore, and so not being able to enter the Wind Temple.
By performing Puppet Ganon Skip, it is possible to reach the top of the tower while the fight is still in its first phase. By getting hit by a keese into the loading zone, you can cancel the Ganondorf cutscene. However, the Ganondorf cutscene will not play again, and the fight can only start if you've watched the cutscene all the way through, making this trick useless.
By performing Door Clip, it is possible to get inside the door at the end of Forsaken Fortress 1. The bokoblin can then hit and kill Link through the door and to the loading zone, resulting in cancelling the FF1 cutscene.
The series of cutscenes that follow FF1 are very crucial, as they are what makes KoRL appear on the ocean. If you don't make KoRL appear, the game will crash at the courtyard cutscene in Hyrule 2.
By luring a kargarok over to the loading zone, and then getting hit by it into the loading zone, it is also possible to cancel the delivery bag cutscene. However, this doesn't skip the cutscene, it will play again the next time you enter the loading zone.
Some of the videos above use a moonjump cheat.