There used to be an official application created by Channel 4 which allowed you to download from their on-demand service, 4od, but this has since been discontinued and is no longer available. This sucks if you don’t have a stable or quick internet connection, because it means that you have to put up with buffering and low quality streams available. It’s understandable as to why it’s no longer available; Channel 4 is not like the BBC which is uniquely funded by the TV license, but rather relies on advertising to generate revenue. Download programmes and watching them outside of the 4od framework obviously denies them this revenue source, so please consider this solution only if streaming shows from the 4od channel on YouTube or via the 4od website is unreasonable.
Rob Watkins has created a Ruby script which allows you to download 4od programmes from the website and play them back in a local media player. He has made it publicly available on GitHub with instructions on how to use it on OS X. Here’s how to get it running on Linux.