To capture more than just the SWF:

- Load the game into a real web browser and let it run for a bit

- Intercept all network requests with a caching proxy

- Save the external resources loaded to disk

Would that help? The process could be automated, though only for games which load all their resources without human interaction. But then, clicking through a few screens to get a game to start is a much less time- and knowledge-intensive task per game than reverse-engineering the source code of each, at least to get as much data backed up in some state as possible before it disappears.