All in one video downloader?

I know of no application for OS X that can record http-streamed Windows Media or RTMP streams. For Youtube and other progressive download "streams" Safari will work fine with finding the file in the activity monitor and alt-doubleclick.

 

It's not the "Activity Monitor", which is an app you use to see what's running on your computer. It's the Activity window in Safari.

• When you're on a site like YouTube using Safari, click Window > Activity.
• That will show you a list of items on that web page. If you do it as soon as the page opens, you'll see the video by the file size, which is usually the only file over 1MB, and will look something like this:
• ​
• When you find that, hold the Option key and double-click the file name to start the download.
• After it finishes downloading, it usually won't have a file extension, so add .flv to the end of the name.
• Done.

It doesn't work on all sites. You'll just have to test it with your favorite sites to see if the files are downloadable.