Yeah there is the scripts from mac os x hints, which was posted above, some which are pretty automated, for some reason those weren't working for me though, not sure why
But I also found this one which you can run through Terminal.app though its not quite automated like the scripts are, but still works perfectly if you have any problems with the other scripts.
Warning though, you need some knowledge of Terminal to do it this way.
1) run the following command
sudo tcpdump -i ppp0 -A -s 256| grep 'GET .*mov HTTP'
(replace ppp0 (dialup modem port) with your internet port (run 'ifconfig' to find out which ie. en0, en1))
2)go to your iTunes program, and start playing the movie you want to save
3) go back to terminal and you should see some info spit onto the screen
copy the .mov link part (ie /Features/y2005/m06/d08/h13/dj.bzgzkmhd.mov)
(you can close iTunes now as you dont need to keep loading the movie in it)
4) add that link portion to this base 'http://a1020.phobos.apple.com' so therefor you would have
http://a1020.phobos.apple.com/Features/y2005/m06/d08/h13/dj.bzgzkmhd.mov
5) now just curl this link to save it
curl
http://a1020.phobos.apple.com/Features/y2005/m06/d08/h13/dj.bzgzkmhd.mov > whateveryouwanttocallit.mov
Ive been doing this by hand the last few times, as Ive only downloaded like 2 videos as I am on dialup right now, but if you wanted to you could always turn this into a quick shell script.