If you’ve ever encountered a video on Youtube or Google Video that you need to have, the Video Downloader site at http://javimoya.com/blog/youtube_en.php will allow you to download it.
For Youtube videos, you will generally need an FLV player. This allows you to play the flash-based video format that they use. One is available at http://www.martijndevisser.com/blog/article/flv-player-updated but it is only for Windows.
Luckily, most of the videos on Google Video are AVI format files playable in normal players. I’ve seen Quicktime on OS X have some issues with sound in them but VLC works well with them on most operating systems.
I’ve used this site to download a talk that Alan Wallace did at Google a few months ago.