You can grab normally-unsavable Quicktime videos by using
iGetMovies. It works for files which load into your player, browser or iTunes and allow scrubbing (real-time searching) after loading. After the movie file finishes loading, press the button and the movie is saved to your desktop! Unfortunately, I don't think it works for streaming Quickime content.
You can get iGetMovies
here
You can capture a lot of Windows Media streams with
ASFRecorderX. It's great, but the instructions aren't so clear. Once you have the address of the file you want (which you can usually reveal in Safari by opening the Activity window) plop it in the URL field and hit Start.
I followed this procedure to record a .wmv file from a .asx link:
1. Paste the link in the URL field. The "Tool" option should be set to "asfrecorder"
2. Hit Start.
3. Find the URL the link parses. It should begin with "mms"
4. Copy and paste this link in the URL field. Change the Tool option to "mms"
5. Hit Start
6. The process will show the details of all the components it uses to get the file. The 10+ meg file I downloaded took approx 3 mins to complete. There was a confirmation note at the end of the list.
7. Go to your HD level and look for the saved .wmv file. Ta-da!
You can get ASFrecorderX
here
I hope this helps.