I'd agree with mike, you're not going to find anything (not even computer) that will have the first save point encrypted. Not even on a computer. (raw video import to a computer will still likely be in a raw video file format, from which you can then Save As to another format, possibly encrypted if it has the capability)
If HIPPA standards require it to always be encrypted, there may not be a cheap solution available. For example, if you've been using a mbp to record and save directly to some encrypted format, and it gets stolen, someone with the means may salvage the raws (long since deleted) from the hdd.
edit.... I was thinking, the SD card standard does allow for protected storage. The "S" stands for "Secure". But I've never actually ever seen anything that uses it in such a way... which is really quite surprising. The data ON the card may not be encrypted, but the SD card itself may be protected by an unlocking method via software installed on a computer, that can be securely stored by a digital video camera that supports the securing of an SD card? Anyone seen that anywhere?