-If you're on a Mac, navigate to the page using Safari.
-Start playing the video
-Open the Activity window (shortcut: command + option + a)
-You should see a large file being downloaded into your cache.
(In this case, it'll be from Wistia CDN).
-Hold the option key down and double click on the file.
-The file will now download to your downloads folder
as a .flv which can be opened by VLC.
This will work for most video sites on the web: Youtube, etc.