1) Please post in the correct chat area.
2) Please use the search feature to see if somebody has asked the same question as you before.
3) Please be more specific - your question is so vague that we don't know if you mean a CoD demo or an actual Movie like the ones on the "Videos" page of site.
If you mean DEMO, then type these commands in the console:
/record <demoname>
/stoprecord
If you mean MOVIE, then you need to download a program called FRAPS (
http://www.fraps.com), record a clip from CoD (best to do a demo first, then record it, to reduce lag). Then you need to use a video editing program to edit the clip (such as Windows Media Maker, Ulead Media Studio Pro 7 etc).
If you still have questions then I think KillerSam is your man
