Now, I have not played Worms for a while but I seem to remember on the original ones, a replay when the final kill(s) were made and/or a good shot...

Why can these not be re-introduced?

There is actually a "Replays" folder in the Worms Reloaded folder in the Steam directory but I'm not sure if it's for the kind of replays you're talking (assuming I know because there are replays ingame when a certain amount of damage is done, just not for every double and endgame kill like in the old games) about or something else entirely. It's empty aside from a file called Replay.bin which can't be read by anything. Maybe some of the modding people around here will understand it and its purpose.

Other than that remote possibility, FRAPS works pretty well with the game.