Sites like YouTube don’t have an easy download option. But a lot of software and sites have come out to help download You Tube videos as well as video from other, similar sites. This guide to downloading YouTube is a survey of the techniques and methods in current use, although this is not an endorsement or recommendation of any of them. There’s also a compilation of various guides, including how-to videos.
A while back, CNET reviewed some of this software.
With these, you enter the address of a youtube.com video, and you’ll be brought to a new page where you can save and even sometimes convert it.
downloadyoutubevideos.com (warning on all the ads and popups)
vixy.net is an online FLV convertor. Enter the URL and go. Converts to Divx+mp3, MPEG4, and audio only (mp3).
These are programs that you run on your computer (outside of a web browser) to download videos.
YouTube Downloader apparently works for Windows.
Video download tutorials and guides
For further reference
Need more? Here’s hundreds.