RCMP are investigating a self-proclaimed neo-Nazi whose harassment of a Muslim woman in July was caught on video.

Calgary resident Kaniz Fatima was visiting Seven Sisters Dam in eastern Manitoba in July when she was confronted by a man who described himself as a "Nazi" and told her to remove her "head towel."

Fatima previously said she was shocked but felt a responsibility to stand her ground while her husband, Mohammad Alam, recorded the altercation.

She subsequently posted the video on social media, and an Edmonton woman can be heard standing up to the man, saying, "This is embarrassing, don't do that."

The pair, who were in Manitoba visiting family, had stopped to ask for directions at the time of the incident.

They said they filed a report with the Calgary Police Service, and an official told them Manitoba authorities would be looking into the case.

An RCMP spokesperson confirmed Monday the agency's major crimes unit is investigating the case.