There's not a quick/easy answer to this one, which is why it's going to take a bit longer to craft an answer. I know what works on Hulu, but need to test NBC and Zamzar before giving advice.
For Hulu, use Streamtransport to download.
But Hulu videos are a pain to convert, as it's non-standard FLV wrapped H.264 + AAC. You have to demux then re-mux, and then you can open it in one of several editors or encoders. For best results, it may take a few more steps, involving
VirtualDub (which works on Mac via Wine) and then a good encoder to process that AVI file.
The others may require the payware
Replay Media Catcher (40). Give me a link to a specific video you want me to download, and I can see how RMC reacts to it -- pass or fail. Of course, not a Mac program. Streaming media management is one area where a Mac is absolutely pathetic and the wrong tool for the job. Do you have Windows machines available? Do do you run a VM or Bootcamp?
Again ... easy question, complex answer.