As @aardy mentioned, there’s Loom. Personally, I use Camtasia for screen recordings. Additionally, its video editing and annotation capabilities are quite impressive for what it is – in my opinion. Some people swear by Screenflow.
You could always use QuickTime to record your videos and then edit them in iMovie.
I have to use Windows at work, hence why I’m looking for a web tool to help me create videos. Unfortunately Mac Apps aren’t an option. We have a system for hosting the content. I just need to make videos.