The effect in the clip is an example of waveguiding. Deep down this is the same principle of how an optical fiber works. The basic idea is that when light encounters the border between two different media, then part of the beam will be reflected. In particular what the light cares about is the difference in the refractive index between the two media. When a beam of light reaches the edge of two media with different refractive indices, part of it will be reflected. You can quantify the exact reflection coefficient by solving the so-called Fresnel equations. This probability depends on the angle of the beam as well as the mismatch between the refractive indices at the edge between the two media. What is interesting is that beyond a certain critical angle, something interesting happens: the probability of reflection goes to 100%1.
This phenomenon is called total internal reflection. You can take advantage of this effect by creating tubes where each time the beam encounters the wall it will be reflected, as shown in this diagram. As a result, you can make the light follow the shape of the fiber and direct it where you want to. A fiber optic cable consisting of a core of silica surrounded by an exterior cladding is the best example of such a system. Nevertheless, something as simple as a flowing stream of propylene glyclol surrounded by air also does the trick!
Source of the GIF: This video, which I recommend you watch in its entirety
