You need 2 Xbox Controllers to capture video and moving Max.
You need a program like FRAPS or Shadow play (only on Nvidia GPU) To RECORD a video (or another program, choose your favorite).

Plug only 1 Xbox controller.

To start the "Capture mode" press X+C during the game (by default) on the keyboard .
or
Press Left stick + Right Stick on Xbox Controller.





Now to start the Video mode by pressing "R" on the Key board
or
"Y" on the controller.

When the window "Capture mode" appears, you must plug in the Second controller.
You can use the second controller to move the camera and the First one to control Max.

3 cameras can be controlled by the 2nd controller.

Use your video capture program to record a movie.