I watched a few more, totally mesmerized each time and from what I've gathered, it looks like they've got each musician on a lavalier microphone. Maybe there are other people off camera recording sound too, I am not sure. Whatever they're doing, it works! I'm listening on my Sennheiser HD600s and the world disappears, you're there in the space with them. If that isn't the whole point of Hi-Fi I dunno what is! It's like a new genre has been invented, the live musical field recording. I am reminded of similar walk-and-play videos from Andrew Bird and The Civil Wars. Good stuff maynard.