There is an app on APT called recordmydesktop (gtk-recordmydesktop with a graphical interface). Its very easy to use. You may also check this location and see what you prefer:

http://www.sysadminwiki.net/site/doku.php/os/linux/ubuntu/screen_captures_desktop_recording

You could try to use VLC movie player which is available on apt but it may be outdated so get it from here:

http://www.videolan.org/vlc/

It is possible to configure it so it will record your desktop/game or whatever you need.