The video is a compilation of footage from the CCTV system at a liquor store somewhere in the U.S.
In terms of security lessons from the video, you can see the value of laminated glass… although a significant amount of damage was done by the crook getting inside, and while in the store, it was the laminated glass on the front door that ended up ensuring that the crook could not get out of the store unless he was prepared (or capable) of getting out the way he came in. As a result, the Police were able to apprehend him while he was still inside.
All in all, a great example of why five-minute proofing works so well. The sooner the alarm trips, the sooner that we can get on the way to your location. In this particular case, shock sensors mounted in the ceiling would have significantly reduced the damage to the store by getting the Police there much sooner.
Also, if the store alarm system was set up for remote viewing of their CCTV system, the alarm company could have watched the burglary happen in real time and dispatched the Police to a confirmed burglary as soon as it started. In this case, the crook ended up being stuck in the store until the Police eventually responded to the burglar alarm signal.