Yes, it's illegal, and an immoral breach of trust, too.
CA has a wireetap law that covers video tapes and it requires the consent of all the parties, and you clearly didn't consent to this. CA Penal Code § 632. The statute applies to "confidential communications" -- i.e., conversations in which the participants have an expectation of privacy. A CA court has ruled that this statute applies to the use of hidden video cameras to record conversations as well. CA v. Gibbons, 215 Cal. App. 3d 1204 (1989). In addition to criminal prosecution, violating the CA wiretapping law also exposes your ex to a civil lawsuit for damage. CA Penal Code § 637.2.
What are your damages, has he posted this video online? If he's keeping it for private use, you have very minimal damages, and you may have a hard time getting the police interested enough in pursuing this, but you can at least threaten your ex that you'll call the cops and go after him in a civil suit if he doesn't turn the tape and any copies over to you.
Disclaimer: Please note that this answer does not constitute legal advice, and should not be relied on, since each state has different laws, each situation is fact specific, and it is impossible to evaluate a legal problem without a comprehensive consultation and review of all the facts and documents at issue. This answer does not create an attorney-client relationship.