there is no video...he said it at a campaign fundraiser prior to the 2008 election..
even left wing snoopes admits its true:
https://www.snopes.com/fact-check/bringing-a-gun-to-a-knife-fight/
If you can get past the paywalll WS J. Might have it here https://blogs.wsj.com/washwire/2008/06/14/obama-if-they-bring-a-knife-to-the-fight-we-bring-a-gun/