For PC you need to add OBS (open broadcast software). It's free and can be used either to record videos or livestream. The interface is fairly scary at first but it works very well (better than fraps or bandicam). You can also add a lot of in-record editing by adding layers to the recorded segment while recording i.e. a face cam with boarders synced directly to audio while recording.

Also, the best recording software for mac in Screenflow. It records with little to no lag and comes with an editing software (better than IMovie) included. Sadly I believe it costs $100

iOS has a few ways to record. Some require jailbreaks, some don't. emu4ios used to work well for iOS 6 and below, but the newer versions are unreliable for saving videos or recording them in the first place.