As a feature to protect web content many browsers have gone to creating metafile caches so people can not easily download content and steal it. Safari and other browsers actually state it’s to increase rendering speed and efficiency, and likely it is, but it also offers content protection. If you pay for QT Pro, you can save most media files that play through QT. Actually, you can save all media files, even when not in kiosk mode, but it requires a wrangling, but I digress.
There are a number of third-party programs that are designed to grab streams or flash or java applets for later use, and you can hunt for those as you wish.
QT is the backbone of most of Apple’s media apps. The 30 bucks is well worth it, and if you’re a Pro App user, you will have to pay for the major QT upgrades if you accidentally install them (Apple warns agains doing major upgrades to QT). I really think the reason that Safari does not cache these is to add protection for media creators.
Sometimes if you context click (rt click/ctrl click) on a media link (if it is a descrete file) you can save it directly to your computer with out haveing to display it on a browser or use a media player.
Using older browsers will also allow you to get around this problem, because they cache individual files in native formats. Look for older versions of IE or run Netscape 4 in classic. This won't work if the media stream requiers a newer codec or media player plug-in than the older browsers support. WM and RM files can also be scvanged this way, but more often than not streams can not be recovered this way. In older browsers the stream buffers were saved, often with long strings of hex. Apending the .RM or what ever allowed one to read the cach in a player- but this was hit or miss at best.