Not sure about other forms of streaming, but If it's a Flash stream and you've already viewed it, it's still stored on your HDD.
I do the following for youtube video's:
If using IE, it's located in the Temporary Internet Files folder (C:\Documents and Settings\YourUserName\Local Settings\Temporary Internet Files)
If using Firefox it's in the Cache folder. (C:\Documents and Settings\YourUserName\Local Settings\Application Data\Mozilla\Firefox\Profiles\SomeR andomName\Cache)
'YourUserName' is whatever your Windows Profile name is, and 'SomeRandomName' is just that, on my machine it is 'ixwk4iqy.default'
IE usually stores it with the correct filename but no extension, copy it to another folder and rename it with a .flv extension.
Firefox doesn't preserve the filename and there's no extensions, so I sort the files by size, then start with the largest file, copy it, rename it with a .flv extension and try to view it. If it isn't the right file I'll delete it and then move to the next largest file. For youtube video's(low res) they appear to be around 0.5 to 1meg per min of video, no idea with HD streams but pretty confident it will be the largest file in the Cache folder!
To make things easier to find the stored file, I usually revert to using IE to view Flash video's if I'm planning to keep them.
There are a number of FLV viewers available, there are also FLV-MPG/AVI converters for download.
