He keeps saying it's true and nobody can come up with the video he says he saw, so either he's convinced himself that he saw something that doesn't exist or he's lying. I think it's the former, and that Trump can convince himself that anything is factual just by wanting it badly enough.
I saw a video of Muslims celebrating in the middle east after the 9 11attack. That video has been shown recently on FR. That might be the video that Trump saw. He also read the article in The Washington Post describing Muslims celebrating in New Jersey. Put those two together and that might be what he is recalling because I recall that as well.