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Can do that in Final Cut Pro. I'm sure Adobe Premier will have similar ways of doing it too.
 
Mark (soldierknowsbest) uses screenflow for most of his videos. It allows you to film your screen and yourself at the same time, then after-the-fact gives you a timeline and allows you to move the screen and the video independently of each other. If you aren't using screenflow, you might wan't to look into Final Cut Express or Premiere Elements, which should be able to do that(FCE is very similiar to Final Cut Pro, and it can do that).
 
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