save streaming video data for later viewing?

I have limited bandwidth in my apartment and no cable TV service. I was wondering if it is possible to write a script that would download the video data from my favorite TV shows (legally... many networks post their videos online for free) while I sleep, so that later I can watch them on my TV without sacrificing any bandwidth during the day.

Any one have any ideas?

Thanks,
Euclid.

I bet there are tools for this already. Did you try to google for it?
Entering "wget download stream" I found this one for example.

Wget - Download streaming media? - LinuxQuestions.org

wget is a good find, although I'm not sure it solves my exact problem. Say the video is embedded into the website somehow like e.g. on youtube. I might be able to use wget to dl the video if I knew the address of the file.... How can I find the file address? I can't just use the youtube address that contains the video....

There are plenty of tools to download stuff like youtube videos for windows. It is really easy to google for them so that should think about doing that.

youtube was a bad example since I'm not particularly interested in youtube videos. Go to nbc.com for example and check out their "full episodes". What I'm interested in doing is writing a script that will check to see if a new episode is posted and if so dl that episode while I sleep so I can watch it in the evening without waiting.

Are you suggesting that that same software that can dl youtube videos will work for all streaming video?

Also, I don't run on windows so windows utils aren't all that useful.

I am not into media stuff on Linux/Unix sorry. Maybe as said already google your way or wait if someone else answers.