From from Ice crystals in the clouds and how they refract the light. Used to see them now and again when I worked up above treeline in Colorado. (12,000 feet) Took a picture of an especially bright partial sundog a couple o' years ago west of Denver. I'll have to dig it up. In the meantime: here are a number of different examples from Earth Science Picture of The Day, which is a great site with excellent pictures and good explanations.

http://epod.usra.edu/archive/epodviewer.php3?oid=380448

http://epod.usra.edu/archive/epodviewer.php3?oid=376864

http://epod.usra.edu/archive/epodviewer.php3?oid=376768

http://epod.usra.edu/archive/epodviewer.php3?oid=365696

http://epod.usra.edu/archive/epodviewer.php3?oid=365504

http://epod.usra.edu/archive/epodviewer.php3?oid=358272

(I didn't look at the video yet, so I have no comment on the five sided sundog)

Oh, wait, the Wiki page, which links to a special type of sundog: the Liljequist Parhelion. Perhaps that this is the type shown in the video.