Unity can import whole cutscenes as single assets. You can animate a cutscene with a lot of objects and characters and then export it to FBX (or simply save the file if you are using Blender). After the import, the Default Take holds the whole animation. You cannot change the animation (it is read-only), but you can write scripts to enable/disable cameras using Animation Events. You need to add the events in the Animation Import Settings though.

If you plan to reuse the animation for different characters, you need to export every rig from the cutscene as a separate file. Only then can you set it to Humanoid.

You cannot export particle systems from a 3D package. Only transform and skeletal animation is supported. You will need to create VFX in Unity and synchronize them with the cutscene using Animation Events. The same rule applies to sound effects. We were doing this in the Using Animation Events to trigger sound and visual effects recipe in Chapter 7, Special Effects.