This app was mentioned in 6 comments, with an average of 2.33 upvotes
Due to sarcastic guy down there I felt the need to respond. I believe this is the app they're using: https://play.google.com/store/apps/details?id=com.smart.mobile.lin.photo.keypad.locker&hl=en&referrer=utm_source%3Dgoogle%26utm_medium%3Dorganic%26utm_term%3Dcustom+pictures+for+phone+lock+pad&pcampaignid=APPU_1_xBO0Vd-kFYWt7gaDkYcw
I would cut the link down to size but I'm currently on mobile, so sorry in advance for the large link!
Looks like an iPhone, so OP is probably using a jailbroken device.
I think this'll work for Android: https://play.google.com/store/apps/details?id=com.smart.mobile.lin.photo.keypad.locker&hl=en&referrer=utm_source%3Dgoogle%26utm_medium%3Dorganic%26utm_term%3Dcustom+pictures+for+phone+lock+pad&pcampaignid=APPU_1_xBO0Vd-kFYW...
You can try this app https://play.google.com/store/apps/details?id=com.smart.mobile.lin.photo.keypad.locker
Edit : this one is probably better
https://play.google.com/store/apps/details?id=com.smart.mobile.lin.photo.keypad.locker
Not sure about the video though