In this digital age we rarely use actual “film” to make movies or videos. Yet we still refer to movies as “films.” Events where new productions are played via DVDs or other disc-based media are referred to as “film festivals.” Language often lags behind technical changes like this. Modern phones have no dials, but we still “dial” numbers. It’s usually useless to complain about this sort of thing, but to speak of “filming” an event when you are actually making a video of it seems wrong to me; but then if you are using a modern digital camera you are likely to say you are “taping” it, which is technically not right either—though it is widely accepted usage despite the fact that most dictionaries do not recognize it.
See also tape.