Recording streaming video with no URLs

[mr mzungu]

I understand the URL is important if one wants to record streaming video but what does one do when there isn't a URL for a particular clip?
This site http://www.abc.net.au/iview/ has but one URL and many videos, all displaying the same URL.
Surely, there must be a way of recording video on the fly with VLC -- just as one can use Audacity to record streaming audio on the fly.
Any tips greatly appreciated.