"On March 23, 2011, two on-board cameras followed a sounding rocket on its journey from Earth to space and back again. The rocket was launched to measure solar energy output and calibrate the EVE instrument on the Solar Dynamics Observatory. "
The spin helps keep the rocket stable through a long 2nd stage burn. You can see that stage burning even in near space where aerodynamic fins would no longer offer much stability. Late in the burn, the exhaust gasses expand noticeably. This is something that can be seen in larger rockets on the way to orbit.
You can also see individual videos from each camera: