This is a question for your legal counsel as this is a legal matter and we are not attorneys and there may be specific state laws to consider.
From a security perspective (and not to be taken as legal advice) you should remember that one of the functions of a security officer is to protect the image of your institution. So, if you release the video what could happen?
1. The person they are looking for is a customer of your institution. How will you respond to the customer wanting to know why you released information on them?
2. A person in your institution wasn't supposed to be there and now their picture appears in a court action for divorce or being released from employment.
3. You are providing an inside view of your institution. Would you allow me to enter and take pictures in your lobby? You have no control over this film after it is released to the law firm.
4. Management may decide they want to help the law firm, have them sign off on it.
5. Is the law firm anyway connected to your institution? If not, why would you help them out?
6. If the law firm has grounds for a case, they normally would have issued you a subpoena from the court. This didn't happen here, so why are they asking for confidential video? Could it be because they don't have enough evidence to secure a subpoena?