Is there a way to copy a video from a website?

http://keepvid.com/ (Windows)

http://flash-video-downloader.en.softonic.com/mac & http://www.macupdate.com/app/mac/24405/videobox

Hope it helps

 

If it's a flash video you can do it from Safari.

Start streaming the video, click Window on the menu bar and choose Activity.
Scroll down the Activity window until you find the video stream, it will be the biggest one and the size will be increasing as the video streams.
Highlight it, go to Edit and select copy, go back to Window and select Downloads and then paste in to the Downloads window.
It will download to your downloads folder.

Works with flash but I don't know if it works with any other file formats.