aolvideo.com offers Flash video .FLV streams (using HTTP protocol). They can easily be recorded with software like WMRecorder. You may read the following FAQ for more:
How to record/download/capture/save Macromedia Flash .FLV video HTTP stream from embedded player

Videos at music.aol.com are in Windows Media format. Haven't noticed any DRM protected streams there, so you may record them with WMRecorder or any other stream recorder supporting Windows Media streams.