I am going to answer this in a different way, by justifying a re-framing of the question first.
When you try to justify how magic works in a role playing game that is not designed to cater for such things (such as D&D 5e) it leads you down a rabbit hole where the whole magic system, the whole game, starts unravelling and often becomes unplayable.
Why do I say this? D&D 5e is only meant to loosely simulate the real world (find discussions on what hit points are or on falling damage to see that). It is far better described as a game that provides rules which help you collaboratively create heroic stories set in a fantasy world (though generally I wouldn't, it sounds far too pompous).
Within these rules there is a system for producing magical effects, things that just can't be done in the real world. Magic is the word we have for things that we can't explain using our current understanding of the laws of physics. Things just happen as a result of magic.
As soon as you try to use the "conservation of momentum" law about any one spell, then you are accepting the proposition that our real physical laws apply and then, to pick the most obvious spell, Wish stops working because it horribly violates the laws of thermodynamics.
So instead of asking "Do teleportation spells conserve momentum?" you need to ask a different question, as "momentum" is not a concept that exists in the game to explain how things work. The alternative question I would suggest is: "Does a moving target of a teleportation spell carry on moving once they change position?" and it is that question I will try to answer.
Movement by creatures in D&D is done in discrete "chunks". The story might be "The wizard ran from one side of the door to the other, casting a magic missile at the enemy as they past the opening, diving back into cover before getting filled full of arrows". However the game is run in discrete steps so this could be: wizard moves 10', casts a spell, moves 10' with no requirement for a character to continue moving at each stage no matter how fast they are going.
As such there is no momentum, no pre-determination. Where the character goes next can be decided by the player at each 5' step on a grid or any value if not using a grid. For instance the wizard's player could decide it stays in the door rather than go the final 5' of the second 10' move into cover due to the consequences of the spell cast.
Movement and Position (PHB p.190):
However you’re moving, you deduct the distance of each part of your move from your speed until it is used up or until you are done moving.
if you have a speed of 30 feet, you can move 10 feet, take your action, and then move 20 feet.
So what if the wizard used a Dash action to move 60', i.e. as fast as possible (as a story this would be "the wizard run as fast as they could"). However they get teleported by a trap they step on to a position directly in front of a wall after moving only 50' of the movement. What happens? Are they required to run into the wall at full tilt and take damage or can they just decide not to take the next 10' of movement?
The rules say they can just not take any more movement. That there is no momentum. The story may be "the wizard ran as fast as they could across the teleportation trap and disappeared. A moment later they were in front of a wall of spikes 30' away, but pulled up just in time to stop being skewered."
So applying all this to your first question:
if I were to take a running leap and then Dimension Door forward, would I continue to be propelled forward by my momentum (assuming that I still have a number of feet of movement speed remaining), or would that dissipate as part of the spell.
and bringing in a couple more rules:
Movement and Position (PHB p.190):
If you have more than one speed, such as your walking speed and a flying speed, you can switch back and forth between your speeds during your move. Whenever you switch, subtract the distance you've already moved from the new speed. The result determines how much farther you can move.
Jumping (PHB p.182):
LongJump. When you make a long jump, you cover a number of feet up to your Strength score if you move at least 10 feet on foot immediately before the jump. When you make a standing long jump, you can leap only half that distance. Either way, each foot you clear on the jump costs a foot of movement
This would mean that if someone takes a running jump and go 10' of their possible 15' (say) jump distance, then they take an action to cast dimension door (we won't get into whether you can do this in the middle of a jump) and teleport 200' to a new position, then they are then free to use whatever speed they have remaining, say either the remaining 5' of their jump or, if they teleported onto a surface, some or all of their remaining walking movement. The rules do not require the use of the remaining 5' of jump, but you can. There is no momentum and the story description comes afterwards.
Your second question is actually a different case because it is about a moving object not a creature, which is handled differently in the rules:
Similarly, if I were to launch a cannon ball from a cannon and then Teleport it into the throne room of a local king, would the cannon ball continue traveling forward at the same velocity or would it simply drop to the ground (given that the Teleport spell was successful)?
The game says nothing about projectiles spending any time in the intervening space between source and target. An arrow hits as soon as the character shoots, a fireball explodes at the moment it is cast. Even a ready action cannot intercept the projectile mid-flight (PHB p.192 Ready: "When the trigger occurs, you can either take your reaction right after the trigger finishes or ignore the trigger").
So this case cannot occur within the game rules as you cannot cast a spell on a projectile mid-flight. If a situation is set up that does not follow the normal game rules then it can do whatever the DM wants it to and the question becomes immaterial.
Finally the case where the projectile passes through a "gate" or a "portal" i.e. is teleported by passing through a pre-existing environmental magical effect rather than having a spell cast upon it, then it becomes the call of the DM whether it continues through and completes to move, as there is no RAW guidance about this situation that I know of. I believe that most DMs, like myself, would make the call that it did complete it's trajectory, though I can see how it could be justified otherwise.
In the end I think it is best to say that it is good to be reminded that the best story and consistency should rule. That almost always means that in 5e real world science as an explanation should lose out to "it is magic" every time.