I had not seen a video before, but you can work out this production technique by close inspection of a heatsink. The fins are clearly bent up and have a root that is thicker on one side.
Given the audience, the numbers may be skewed, but how many people really look at a heatsink like that? Aren't most people just too damn excited to get the new system up and running, and just install as quickly as possible after unboxing?
But now that you've mentioned it, I've stared at heatsinks a lot without once considering how it was actually made.