Thanx a lot for a very interesting question.

Offline Explorer Pro is an offline browser so it can download complete web-site (or selected directories and files). It supports Windows Media audio and video, Real Audio/Video streams as well as QuickTime HTTP streams. So it can download web-sites with or without streaming media content automatically. The only disadvantage is that it is rather pricey.

NetTransport is a download manager. It supports the same media stream formats. And you may use its Site Explorer to download media streams from a directory or web-site semi-automatically.

WM Recorder is a stream recorder supporting Windows Media, Real Audio/Video, Flash .FLV HTTP video streams and QuickTime HTTP streams. It can make automatical recordings, but in a different way. It can record the above mentioned streams automatically when you play them with a player or with an embedded player in a browser window.