VR is hard to show someone without putting them in a headset, so Valve opted to use green screens and external cameras tracked by Vive controllers and the recipe for filming this way is available.
Guides to VR Green Screen Filming
The makers of Fantastic Contraption are the popularizers of the technique and they shared their code and wrote a guide to doing it.
How To Mixed Reality by Northway Games
VR Green Screen How-To by Ars Technica
Gamebridge Unityversity 