We introduce a data capture system and a new dataset named HO-Cap that can be used to study 3D reconstruction and pose tracking of hands and objects in videos. The capture system uses multiple RGB-D cameras and a HoloLens headset for data collection, avoiding the use of expensive 3D scanners or mocap systems. We propose a semi-automatic method to obtain annotations of shape and pose of hands and objects in the collected videos, which significantly reduces the required annotation time compared to manual labeling. With this system, we captured a video dataset of humans using objects to perform different tasks, as well as simple pick-and-place and handover of an object from one hand to the other, which can be used as human demonstrations for embodied AI and robot manipulation research. Our data capture setup and annotation framework can be used by the community to reconstruct 3D shapes of objects and human hands and track their poses in videos.