At a ranch on the outskirts of Santa Fe on Oct. 21, 2021, Baldwin was pointing a gun at cinematographer Halyna Hutchins when it went off, killing Hutchins and wounding the director, Joel Souza. They had been inside a small church during setup for filming a scene.
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Release of the footage comes as authorities in New Mexico are deciding whether to file criminal charges related to Hutchins' death.
"My only question is am I being charged with anything?" Baldwin asks at the start of questioning by the Santa Fe Sheriff's Office in the new video released.
He is told no and that it's just an interview.
"We've done this for two weeks and we've done it the right way every day," Baldwin then said.
Baldwin goes on to explain what happened and described the moment of the shooting.
He demonstrated pulling the gun out slowly and cocking it.
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"Bang! It went off, the first time ... it was the very first time we were shooting that shot, that we were rehearsing for that shot," Baldwin told investigators.
The investigation files also include rehearsal clips that show Baldwin in costume as he practices a quick-draw maneuver with a gun.
Santa Fe County Sheriff Adan Mendoza said in a statement that the investigation by his agency remains open and ongoing as it awaits the results of ballistics and forensic analysis from the FBI as well as studies of fingerprint and DNA.
"The sheriff's office is releasing all files associated with our ongoing investigation," he said in the statement. Those files also include photos of ammunition from the set and examination reports.
According to court records, Baldwin was handed a firearm by the film's assistant director, Dave Halls, who said it was a "cold gun" - meaning it was filled with blanks.
Instead, there were live rounds when Baldwin pulled the trigger inside the church on the set.
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New Mexico workplace safety regulators last week issued the maximum possible fine of nearly $137,000 against the "Rust" film production company.
New Mexico's Occupational Health and Safety Bureau said Rust Movie Productions must pay $136,793, and distributed a scathing narrative of safety failures in violation of standard industry protocols, including testimony that production managers took limited or no action to address two misfires on set prior to the fatal shooting.
The bureau also documented gun safety complaints from crew members that went unheeded and said weapons specialists were not allowed to make decisions about additional safety training. Rust Movie Productions has indicated it will dispute the findings and sanction.
Baldwin said in a December interview with ABC News that he was on set pointing the gun at Hutchins at her instruction when it went off without his pulling the trigger.
The Associated Press contributed to this report.