If you're talking about .flv files (videos) you can do it in Safari. No need for websites or Firefox add-ons.
Go to the site with the video, click "Window", choose "Activity", find the file, it would most likely be the largest file (when it's loading, it will show something like, "500k of 1MB" or whatever the size), hold the "Option" key and double click that file.
Watch it in VLC, or convert it with Handbrake if you hate free, open-sourced media players that play almost every format.