Is there an equivalent to Problem Step Recorder (PSR) for OS X?
Having only become aware of PSR from this post and some minor sleuthing, I can't speak to it's full functionality.  The main task of screen recording can be accommodated by using Quicktime (this example has a few unnecessary steps at the beginning but you'll ge the idea.)  If you need additional diagnostic information from log files, point the user to the Console application in the /Applications/Utilities folder.

If there's additional functionality I didn't glean that you require, please let us know!