@SlowSL You can try creating a .bat (batch) file using the following command, and then editing it with notepad and replacing all instaces of .zip with .mp4 or any other extension.
for /f "usebackq delims=|" %f in (`dir /b "c:\MY_1000_HANDPICKED_ROMS"`) do echo copy "c:\NEW_FULL_NONMERGED_SET\%f" "c:\NEW_1000_NONMERGED_ROMS" >> C:\EXAMPLE.BAT
That's a bit hokey, but I'm not as familiar with DOS scripting. If you were doing something in the linux environment, you can use string substitution in bash fairly easily. For example;
cd /home/pi/RetroPie/roms/mame-libretro
for f in *.zip; do cp /path/to/mp4s/"${f%.*}".mp4 /somewhere/else; done
In the above, the .zip would be stripped from the file name, and it would be replaced with .mp4
