You can download RTMP streams with freeware CooJah + Blader, Orbit Downloader, StreamTransport or shareware Replay Media Catcher.

And you can try to capture RTMP streams in real time while you listen to them using freeware CooJah (without Blader), Orbit Grab Pro or shareware Replay Media Catcher.

If you use Linux, try rtmpdump with rtmpsrv and rtmpsuck.

Related:
FAQ: How to record/download/capture/save Adobe Flash .FLV video RTMP stream from embedded player
How to record rtmp:// flash video .flv stream from embedded Adobe Flash Player