You'll have to figure out where the video is located. What I do is use an addon called Adblock Plus which has a feature called 'Open blockable items', with this I request a page that has the video I want, and then I can find out where the video is located. Alternatively, I could stream it in my browser and while my window is open, it'll still be in my /tmp/ folder (with 'Flash' as the filename's prefix) and then I can merely copy it. I believe it stays there as long as the browser window is open.
charles@Youko:~$ wget http://cdn13.crunchyroll.com/user70/8/q/2/0/8q20709oron370sprs0/video.mp4
Connecting to cdn13.crunchyroll.com
HTTP request sent, awaiting response... 200 OK
Length: 64,575,987 (62M) [video/quicktime]