NetTransport (NetXFer) (Shareware / Windows) - download manager that can find stream URL and download streaming audio and video.

Supported formats and protocols:

Windows Media Services
HTTP, MMS
Advanced Systems Format (ASF)
.wmv, .asf, .wma, .asx


Helix Server
HTTP, RTSP
RealMedia (RMFF): .rm, .ram, .rmvb, .ra, .smi, .smil
MPEG-4: .mp4, .3gp, .mp3


Flash Media Server
HTTP, RTMP, RTMPT, RTMPS, RTMPE
Flash (FLV and F4V)
.flv, .mp4, .mp3

Darwin Streaming Server
HTTP, RTSP
MPEG-4 .mp4, .3gp, .mp3