As well, the web cache may have the video. View the cache by List, and scan the file sizes for the largest — usually in megabytes.
However, all too often they disappear soon after the download finishes, so you'd have to copy/option-drag them onto the desktop fairly quickly. If you simply move them to the desktop, they still disappear. They must be copied.
If they're from YouTube, f'rinstance, you can add .flv to the name after they're copied, though VLC will open them anyway.