Summary
Remote unmoderated user videos are a great way to gather some quick user feedback and to view how participants interact with a product. The think-aloud protocol in particular is a very useful methodology. Video-based studies can be run using a vendor platform or a do-it-yourself approach. While the latter requires more effort, both are viable options, depending on budget and resources.
An alternative to video-based studies are survey-based studies. Chapter 6, Running a Remote Unmoderated Study with a Survey, describes the details of survey-based remote unmoderated studies.