"I am getting stronger each day," Berry said. "Having my privacy has helped immensely."
The trio wants to maintain that privacy, according to a statement from the team of lawyers and crisis management experts helping them without charge.
Castro's trial is scheduled for next month but could be delayed if the defense asks for more preparation time. Last week a judge rejected Castro's request to see Berry's child fathered by him.
Castro's lawyers did not immediately respond to a message seeking comment on the video and on whether they were concerned it might bias jurors.
In the video, the women were smiling and appeared upbeat.
Berry, the only one who has been in photographs that have appeared publicly since her release, had shorter hair with a blonde streak in it. Knight, who authorities said had been taken captive first, wore glasses, had closely cropped hair and spoke a bit haltingly.
Kathy Joseph, Knight's attorney, said in a statement that the three women wanted to "say thank you to people from Cleveland and across the world, now that two months have passed."
She said they're being recognized in public, "so they decided to put voices and faces to their heartfelt messages."
Video of women: http://youtu.be/oG0WePdZoxg