There are several programs that do it. Although I've come to realize with some that I've used that Youtube eventually starts blocking them, so you have to update the version you're using. Of course, that presupposes that the person that wrote the program doesn't mind keeping a step ahead of Youtube and recodes it so that it can once again download from Youtube. Kind of a game of cat-and-mouse.
Bottom line: if whatever downloader you're using stops working - look for an updated version.