What substance do they use to grease bottom bracket, crank, pedal bolts etc? When watching bike assembly videos I wonder what substance do they use to grease carving of bottom bracket, fork, crank, pedals etc? Here is video and screenshot example:
For the bottom bracket and most bicycle components , generally it is just a multi-purpose bicycle grease, on bottom brackets anti-seize should be used if it is a titanium frame or mismatched metal that are known to seize or bond to one another, but can be used in other frames as well. I have also heard of people using teflon tape that is made for pipes etc. Although for most applications including pedals, headset, crank and so on a general use grease is perfectly fine. 

The following are all common and a lot comes down to personal preference.