As someone mentioned, this is, at its simplest, an RC helicopter inside a sphere.
RC helicopters have had off-the-shelf 3 axis gyros and 3 axis accelerometers available for quite some time. There are probably well over a dozen such systems in the market today.
As far as cost is concerned, the numbers are on par with what was mentioned. My smallest helicopter system probably runs about $2,000 or so ready to fly. This includes carbon fiber rotors, skeleton, 3-axis stabilization system, radio, etc.
If you dared get close to an RC heli with a stabilization system and push it you'd see exactly what you saw in this video: The heli would recover to its prior attitude. In real life wind gusts do this all the time.
No doubt they are writing additional code to take advantage of the spherical platform.
If you are interested in seeing what a modern high-performance RC heli can do today check out this seven year old kid flying one: http://www.youtube.com/watch?v=JHJs1gBLiuQ
Here's another example of what these machines can do today: http://www.youtube.com/watch?v=FgbXcb1P6eU
Yes, they are dangerous. Power systems can exceed 10KW on the high performance helis.
Here's one of the many commercially available 3-axis flight stabilization systems in the market:
http://www.digitalflybar.com/products/sk720.html
Time to take apart one of the helis and build a sphere around it!