I needed a quick way to capture my screen and save it to a gif file.

Found Screen to Gif is easy to use. If you have chocolatey installed it's easy to install too:

cinst screentogif

It can record your screen to gif, but also allows saving the screen capture to video. Avi by default, but if you have ffmpeg available it can use that to convert to webm.

No audio support at the moment.

It's open source (C#) on github: ScreenToGif
Created by Nicke Manarin and others.