PigVidz is a tool for archiving an entire Twitter thread, complete with video files, into an offline-viewable HTML document. You can use this for several reasons:

If you think the thread contains important videos that might be taken down, you can use this to archive it before it disappears.

PigVidz will also let you see a list of all the images in the target thread.

If the video in the thread is deleted or you want to be able to save it for later, this tool will allow you to do that.

If you want to save this for later, you can download the archive files.