KeepTube allows to download and play videos/audio from web sites like YouTube, MySpace, Yahoo, MSN, AOL, IMeem... It downloads FLV,MP3,MP4,WMA,WMV

KeepTube v.6.5 now supports RTMP/RTMPT.

My tests:
I wasn't able to record any RTMP streams from MSN Video and Yahoo Video with freeware KeepTube 6.5...