Third party tools and devices like hypercam and others can help you with recording stuff on Hulu, assuming you can gain access to it freely (Be sure to keep the use to personal though, else, you'll be at a risk of violating their rules I guess). If you can't get access to Hulu, I suggest you take some time out and read through this post to know how you can
access Hulu outside US through a proxy or a VPN. Note, that this might not be as simple with Netflix because of Netflix's policies.