This episode should be labeled as Robot Chicken Season 1 Episode 3 Gold Dust Gasoline.

Not that I know of... at least from Google. I've successfully lifted other Flash items from other sites simply by revealing the source code of the page it's embedded on.

There's a more complicated way, but for these clips, I use IE and load up the video (helps if you clear your cache first). Then dig into your Temporary Internet Files, and take out the file with the largest file size. If it's not labeled properly, rename it as a flv file. Then you can watch it with an FLV player, or use RivaFLVencoder to change it to a more orthodox format.

Here's the non-IE method I found posted on a forum:

First of all, check the source of the page. I'm using the first link I saw above this.

This One:
http://video.google.com/videoplay?docid=-5175441951317283851

Find the location of the flash file.
/googleplayer.swf?videoUrl=http%3A%2F%2Fvp.video.google.com%2Fvideoplayback%3Fid%3Ddab88aaa11364c51%26begin%3D0%26len%3D166632%26itag%3D5%26docid%3D-5175441951317283851%26urlcreated%3D1128410266%26sigh%3Df3IxVF825IKjlAhrAejuFpI0tU0&autoPlay=true

Cut out all of the beginning part and the end bit, so you have this:
http%3A%2F%2Fvp.video.google.com%2Fvideoplayback%3Fid%3Ddab88aaa11364c51%26begin%3D0%26len%3D166632%26itag%3D5%26docid%3D-5175441951317283851%26urlcreated%3D1128410266%26sigh%3Df3IxVF825IKjlAhrAejuFpI0tU0

Replace all of those %hexvalue things with the actual character they represent, so that becomes this:

http://vp.video.google.com/videoplayback?id=dab88aaa11364c51&begin=0&len=166632&itag=5&docid=-5175441951317283851&urlcreated=1128410266&sigh=f3IxVF825IKjlAhrAejuFpI0tU0

Hex Tables:
http://www.asciitable.com/

There's probably some more stuff on the end you could take out, but this'll do. Go to that address, you'll download a file with no extension. That's a Flash Video File. Convert it to an actual usable video file by downloading the (free) Riva FLV Encoder. Install that.

Add the extension ".flv" to the video file, then browse for it in the input section of the Riva Encoder, then change the extension of the destination video file to .avi or .mov.

Hit encode.

No matter how much I laugh, I have yet to make mine go away...damn.