You can download Instagram stories, videos, or photos with online downloaders. There are many such downloaders on the internet for you to choose from. And below is the one we choose for you. Step 1. Open the Instagram app and find the music video you wish to download, and then tap the three dots in the upper right corner and select 'Copy Link.' Step 2. Open any browser and enter www. downloadgram.com. Step 3. Paste the URL to the download box and tap 'Download.' Step 4. Then, your will video will be saved on your device.