You can download RTMP streams with freeware CooJah + Blader, Orbit Downloader, StreamTransport, shareware Replay Media Catcher 4, WM Recorder 14 ...

And you can try to capture RTMP streams in real time while you listen to them using freeware CooJah (without Blader), Orbit Grab Pro, shareware Replay Media Catcher 4 (in the RTMP recording mode), WM Recorder 14.8 (using Loopback Recorder in the LOOPBACK mode).

If you use Linux, try rtmpsrv or 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