It also showed the bodies of female Tamil fighters who appeared to have been sexually assaulted by government forces.
Sri Lankan troops defeated the Tamil Tiger guerrillas in May 2009 in a major offensive that attracted widespread allegations that tens of thousands of civilians were killed in the fighting.
Sri Lanka has persistently denied that its troops committed war crimes.
An Indian foreign ministry spokesman in New Delhi said Colombo must examine the controversy.
"The sequence of events during the last days of the conflict is unclear (and) the government of Sri Lanka would need to go into the matter in greater detail," the foreign ministry said in a statement on Friday.
"The concerns that are being expressed in this regard need to be examined," it added.
Colombo previously said there would not be an investigation as war crimes had not been committed, but a Sri Lankan army commander last month offered to probe any "specific allegations," although he rejected the film as fake.
Sri Lanka has also refused to allow a three-member UN expert panel to visit the island nation to look into the allegations that troops ordered civilians into "no-fire zones" and then shelled them.The panel, however, reported in April that there were "credible allegations" that Sri Lankan troops killed thousands of civilians.