It's a light strip that is placed under the edge of the fallboard. You can see that it adds a different color temperature on the keyboard than the stage lights.
Have a look at this, Ale:https://www.amazon.com/Strip-light-Waterproof-Flexible-Light/dp/B005EHHLD8/ref=sr_1_1?ie=UTF8&qid=1387486293&sr=8-1&keywords=led+stripstripCut to size and has adhesive backing, though I wouldn't actually stick it to the fallboard. You'll need a power driver connected to it which will adjust the voltage and make it work. Choose a warm white, not a cool white, as warm white is the temperature of incandescents and won't look blue in comparison, like in the video.