For those wondering where CineXPlayer stores the video files: use a program that can view the file structure of your iPad (iFile comes to mind) and look under /User/Applications and search for CineXPlayer.app (you’ll see a bunch of alphanumeric characters as the parent directory name). In that parent directory, you’ll see the Documents subdirectory which is where the media files are stored for CineXPlayer.

Tip: If you have multiple media players, you only need to create a link of the media file inside the Documents directory and CineXPlayer will still be able to play the file.