It's slightly tricky. The files are hosted on S3 but have some interesting referer and key restrictions. You can see the webm and mp4 URLs in the source but can't download them naively. But if you open Chrome's console and look at the Network tab you can right-click on something like a css file and choose "Copy as CURL". This produces a commandline spooge that has all the necessary stuff.

Paste that into a text file and replace the css URL with the URL of the video. Then add " > kay.video.mp4" to the end to pipe to a file, and paste it all into a Terminal window. Voila. The file is 577978075 bytes long.