Julian: We marked all uploaded CocoaHeads videos as "allowed to be downloaded", but the download button still doesn't show up. I have no idea why that is, but my guess would be that they have a max size for downloads, and that our video files just happens to be too large.
There are several Mac apps that claims to be able to download flash based video to your computer. I haven't tried this myself, but it's probably worth a try. Search MacUpdate / Versiontracker for "YouTube" to find them.