Cute video, but, yeah, I gotta be That Guy, it's faked. No such thing as helium water (Or helium beer, or wine). Notice there are video cuts right before they start talking funny, and very frequently for the rest of the video, as they stop the video to inhale more gas.
Having said all that, when I was a kid I went to a truck driver get together with my dad, and talked a big burly trucker into inhaling a helium balloon. He claimed to have no knowledge of it's effect, and I thought was gonna either pop a vein or chase me down and beat me after he talked, he seemed to think the change was permanent. It was good for a deep belly laugh.... in hindsight.
Yeah, whenever I see videos of helium water or beer, I always remember that Helium is insoluble in liquids at normal atmospheric pressure.