I noticed this also, a couple weeks ago, I think it is the Flash update that did
it.

I have not figured out how to get around it, I hope someone comes up with a
solution.

They are temporary and can be overwritten. You can move them to your home
folder and rename them and then they will not disappear. Alternatively you
can get an add-on if you use FF to save flash videos. I use DownloadHelper.

I do not think they are saved at all, even temporally, because I have a
slow connection and I used to let the clip load at it's own pace then
rerun it to watch it without it stopping. Now it stops the second time
just like the first.

Also, I booted up my 9.04 with the older flash and it works as it used to.

Protected content is only cached to RAM and not cached to the tmp folder.
Most others are cached there and can be retrieved. I do it all of the time.
If you are using FF I suggest you look into DownloadHelper. It is a much
easier solution. If you don't like that one there are several others that do
the same thing. I have not found a good one for Chrome or Chromium, though,
so go to the tmp folder for those.

I got the firefox addon "download youtube Videos+" and it works great.
Though I do think it slows down my notebook after downloading. Probably
allocating too much memory to the program and not freeing it up afterwards.