You have his word for it that she filmed him. Kids get things wrong. I'm not saying he lied. I'm saying that kids get things wrong.
Please talk with her directly. This is one time I would not communicate about details via e-mail or phone, but would e-mail her today and ask to see her Monday morning before school starts. Explain to her simply that "My son said there was an incident late this week that I need to discuss in person as soon as possible. I will come in on Monday at 8:00 to see you. If that's not a good time, please let me know what time to come in before school on Monday. I'd like to see you before the school week begins so that we can both assess how to proceed next week."
Something cool and polite along those lines.
It sounds as if your son freely and pretty accurately tells you what goes on, which is a very good thing (I disagree with the post below that he's merely seeking more attention by reporting things to you. I would wager that you have made clear that "It will go MUCH worse for you if you lie or don't tell us what goes on, than if you tell us up front what has gone on at school, even if you got in trouble." Right?).
Anyway, even if he's good about reporting stuff, he may indeed have thought she was filming when she was not. Did he say that she actually then showed him the recording of himself? If not, she may not have been filming at all. That's why you need to talk with her.
She may have the legal right to do this and may do it with other kids. You may have signed away the right to say "You can't film or photograph him" depending on what release forms you might have signed at the start of the year. Or...she might be an inexperienced teacher who is into using her phone and who on the spur of the moment unthinkingly whipped it out to document behavior. Why would she do that? Consider that either she had a sudden notion that if she could show him (or maybe the school counselor?) his own actions, it could help her reach him better about his behaviors. Or she might have recorded him out of frustration that he continues with certain behaviors despite your discipline at home and hers in the classroom. Either way, wait to hear her side of it.
Please take care not to charge in there and accuse her of filming him when you have only his word for it and he may be mistaken. Or she may do this with other kids and be well within her legal rights. But even if it turns out she shouldn't legally have filmed him, what was there about his particular behavior at THAT exact moment that made her feel she needed a record of it? That would be my concern and my question for her -- more than the legal issue. Frankly, if you go in there focused just on legality, you are going to come across to her and to the school administrators as concerned with legality and not with his behaviors. We know you are indeed concerned and do discipline him at home, so take care that you don't give a wrong impression of what your priorities are here.
I also would strongly recommend that you get the school counselor involved if you haven't done so already. The counselor's job is to help with behavior and how kids make choices. Many elementary counselors hold regular classroom lessons and you could suggest to both the teacher and the counselor that there be a counseling lesson (for the entire class so no one is singled out) on appropriate subjects for talk. You also could set up regular counselor visits with your son, if he seems to make bad choices that are going beyond poop-and-pee talk. This is what the counselor is there to do, and he or she should be working with you and the teacher too.