From Cadavid Concepts:
nuiCapture is a powerful tool for recording, previewing, and exporting Microsoft Kinect sensor data. Synchronously record depth, color, skeleton, and audio streams from multiple Kinect sensors effortlessly. Then visualize the recorded data in a built-in 3-D media player. The playback tool allows you to advance to a specific point within the capture session and manipulate the data in 3-D. You can then automatically export your data into compressed AVI video files, Matlab (MAT) files, and XML to start analysis right away.