If you're using OpenAI Gym we will automatically log videos of your environment generated by gym.wrappers.Monitor. Just set the monitor_gym keyword argument to wandb.init to True or call wandb.gym.monitor().
Our gym integration is very light. We simply look at the name of the video file being logged from gym and name it after that or fall back to "videos" if we don't find a match. If you want more control, you can always just manually log a video.