The production quality of Shenmue The Movie is very debatable as it omits a lot of really important scenes and changes music timing quite a bit. But it undeniably has much higher quality voices than the game.
Because of that it's easy to assume that the movie has been redubbed since the whole audio mix has been redone from scratch anyway. That is not true however, as they we're able to use the uncompressed recordings... for the most part. And here things are getting interesting.
You see, the video footage for the movie has been captured from the Japanese version of the game. Since the movie was designed to play with the English dub this was a somewhat stupid decission because they had to work with the Japanese lip syncing of the game. This forced them to redo a few lines here and there in order to match the spoken words with the lip animation on screen. Sometimes they just used bits from a different scene, repeated or shuffled things around a bit but every now and then they seem to have made some new recordings just for the movie.
I've put all the changes in one video, comparing the game and the DVD back to back. In order to do this I had to watch the whole thing and compare it to the game bit by bit. This obviously took hours and so did the scene gathering and editing. This was a lot more work than necessary, really... Since it was taking long enough already I also didn't include the minor grunts during fights or QTEs, as well as instances where some lines were shuffled around or dialogue cut short. After all those don't add anything, let alone something new.
I'd love to make a comparison like this with the Japanese version. As far as I know the Japanese dub has only been added for the DVD release and it might actually be a full redub. I know for a fact that Lan Di actually threatens Iwao to kill (korose) Ryo when he's holding him up. But I don't think I know Japanese nearly enough to notice all the fine nuances in the wording that the DVDs voices might have to make a proper comparison.