Is it possible to save a copy locally? I looked in Temporary Internet Files folder but nothing obvious
Thanks
Raf

Yes
Try this http://downthisvideo.com/  If you have Firefox there are downloader addons for it. They do appear in the tempory internet folder as .flv files

http://download.leechvideo.com/ 

is pretty cool. just right click on the link and save as.

http://keepvid.com/ 

Copy/paste URL from any video site, any format.

The KEEPVID Bookmarklet is awesome for quick downloads while still browsing.

Keepvid is good, it supports Linux also.