Edit > Hardware Setup > Add > AVI Recorder > Output Setting > Fill Mode: Shaped or Unshaped
That adds an 'AVI Output' framebuffer. Set your sequencer take items to the AVI Output framebuffer and when the first item is sent to it a window will pop up and request a destination and settings.
This will create a single AVI file of anything sent to the AVI Output Framebuffer.
It can be quite resource intensive. You probably won't be able to record to it and output graphics at the same time.
#XPression