I made a very simple fractal generator that prints out each step; I want to put it in a presentation I made. The tool with which I'm making the presentation obviously doesn't support pygame, is there any way to save it as a video? Preferably as an animated .gif or the like.
Not directly. But you can save a screencast of your program with one of the many available utilities that do this.
I don't know about Windows or OSX, but if you are on Ubuntu or other gnome-based desktop you can either use the gnome-shell built-in functionality (standard keybinding is Control+Shift+Alt+R
) or istanbul
(more info here).
Googling screencast <your-os-here>
should help if you are not on Ubuntu.
EDIT: One you saved the video you can easily convert its format - if you so like - with other utilities. Here is a how-to on how to convert from ogv
(the standard output for linux screencasting) to animated gif.