Is the video 'Krieg: A Meat Bicycle Built For Two' an official part of the Borderlands Lore/Continuity?
That is an official video made by Gearbox as seen in the description on YouTube and the Borderlands Wiki:
What goes on inside the mind of Krieg the Psycho? Why did he become a Vault Hunter in the first place? Do his pecs, in fact, have pecs? Find out the answers to all these questions in this original Gearbox short film.