In this article I explained how to download a youtube video with safari, but it does not work for some websites, eg vimeo. There’s a neat little app here called Cosmopod that will set you back $10 but worth it if you want the easiest solution.

Cosmopod will add alittle button to safari that looks like this:

You simply click on the icon when you have a movie in your browser and it will download the video and convert it to a mpeg movie.