AFAIK VLC player doesn't support RTMP streams.

You can try Replay Media Catcher or any other RTMP Flash stream recorder to capture streaming videos from banking.senate.gov.

To play Flash .FLV videos you may use freeware players:How to play FLV videos

Related link:
Tutorial: How to capture free streaming videos from U.S. Senate Committee on Banking, Housing, and Urban Affairs with Replay Media Catcher