I know how to save Flash (swf) files with or without software and on different web browsers, but there are some files which load (stream) the data (may be a certain set of frames) from their web server or stuff like that, so when we save them they don't run... like some online Flash games or some Flash based websites.
Can anybody tell me how to do it?
A possible way is to install Fiddler which acts as a proxy on your own computer. When you'll set it as a default proxy in your browser all connections will go through it, including every Flash connection. Then you can save all the files the Flash applet requests and place it on a locally-installed webserver in appropriate directories.
Probably this is the only way to "save", i.e. duplicate functionality of sites with such dynamically loaded content.
There may be troubles with a e.g. game which stores its level data in different files for each level and loads them when you unlock that level, but you can try guessing file names in such a case.
If the game or site pulls data from other places on the web, I don't know that this is possible.
If it's not pulling data from other places, Video DownloadHelper for Firefox works great.
Use Video Download helper, Unplug and Embedded Objects 2.6.
Those extensions can download almost any Flash thing from any website you visit with Firefox. However, only Flash files that are actually stored on a server can be played on your computer. Live streams won't work if you download them to your computer.
