If the video you are wanting to capture is protected, I am not aware of software that will correctly record the video.
If the video does not have DRM, you can use Apple's default method.
Make a video recording of the entire screen or just a selected portion of it.
support.apple.com
Use one of your Mac’s built-in tools to make a video of what’s happening on your screen
www.theverge.com
You can also try third party apps like
Have you ever wanted to record your screen on Mac to share a process or example with others? Learn how to easily screen record with Mac.
www.techsmith.com
Snagit
ScreenFlow
Camtasia