How to download streaming videos (not too simple)

I have a site that contains some web streaming videos in which they are SO difficult to download. At least I've tried most of the Google extensions and Firefox addon, VSO downloader, and many similar programs in which none of them could download anything. They downloaded very small files like 1-2 kb which are empty.

Is there any very powerful tool that could download almost any streaming videos no matter how they put it on the web?

Any recommendations?