I was indeed implying filming perpendicular to the beam so you can see the beam traversing the entire distance, and filming during fog or through some sort of suspended particles, so that you could see the position and length of the beam in mid-air.
With a laser beam bright enough in darkness, I would think it would be possible to capture, even with an extremely small exposure time such as a millionth of a second. I have read of cameras capable of 200 million frames per second, with which you could capture around 5 feet of light travel per frame. I think this would be very interesting to see, to actually see a beam of light starting to travel out from it's source. I wonder if anyone has done any experiments with this kind of thing.