For streaming videos from other services, it's possible in some cases to engineer a Smart Crawl that will be able to download the video from the service and make it available in CP. To determine if this is possible, we would need to take a look at the site.

Finally, for videos that aren't streamed but embedded directly in a Flash file, those will be downloaded and stored in CP. (You would have to save the file and then play in a media player to watch.) Note: Some streaming media players through proprietary software that cannot be captured.