This tutorial explains how to download private videos & playlists, or rather: videos you need to be logged in for. I can't guarantee this will work for every service out there, but it for sure works ...

Agora-iOS-Tutorial-Objective-C-1to1 iOS (Objective-C) iOS tutorial for 1-to-1 video calls using Objective-C Agora-iOS-Tutorial-Swift-1to1 iOS (Swift) iOS tutorial for ...