Open the NVIDIA app or GeForce Experience
Sign in if required
Enable in-game overlay
Press Alt + Z to open the overlay
Select Instant Replay or Record
Use the clip hotkey to save the last moments
Default clip hotkey is Alt + F10
Open Settings to change clip length and hotkeys
Make sure the game is supported and overlay is enabled
Check that enough storage space is available
Update NVIDIA drivers if clipping does not work