AllVideoDownloader is a powerful free tool for downloading videos that you might have found online.
It supports all the main video sharing sites, and most of the minor ones, too - YouTube, Google Video, YahooVideo, Vimeo, MySpace and others, more than 280 in total.
The program is easy to use - simply paste in the URLs of the videos you need, and it should detect the video file and start to grab a copy.
If you're after a lot of videos then the batch loader will accept all the URLs at once; you can then leave the program to download its files while you go do something else.
And AllVideoDownloader can even convert the downloaded files from the typical Flash video (FLV) to a more useful format, like AVI, MP4, MP3 (if you just want the soundtrack), or files tailored specifically to play on the iPad, iPod, iPhone and other portable devices.