Someone sent me a video file via text message (extension is 3gp). I cannot for the life of me figure out how to save it to my phone and/or my PC. I am using a Lumia 920 if that matters. With images you just open the image and there is the little ... button you can expand and save. But no options are there for videos.
I found a workaround for this - basically e-mail the video to yourself. Tap and hold the text message that has the video attached then select "forward." For the recipient, type in your e-mail address, and you will get it as a regular e-mail with the video file attached.
I've had this problem come up several times and just now realized that I could do this (even though I already knew that you could send text to an e-mail account) - hope it helps!