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.
You can use Screenshot or QuickTime player to 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