Well, without a DVR box or Tivo you are probably not going to be able to capture ALL types of streaming video from the Internet and save to your Computer. To my knowledge, that technology does not yet exist. Partially since there are hundreds of different streaming video formats, and many of them are copyrighted programming (RIAA and DRM protected). If you are not familiar with either of these organizations, look them up on Wikipedia. They are basically the cyber-watchdogs for the Recording Industry and the Movie Industry respectively. They have Billions of dollars behind them and enforcement is done by the FBI. So, unless someone puts those guys out of business, there is not going to be a software program to do what you want; and that is to capture streaming video content from the Internet and save to your laptop hard drive anytime soon!
As far as non-copyright protected content, and things that individuals post on YouTube and other blog sites, you can use software like I mentioned to capture and save those. Of course, a TV Tuner card as mentioned by strollin and others is a better way to go, if you have a desktop (you don't mention which kind of computer you own) however the external devices that perform those functions cannot currently be embedded into laptops; they are only usable for desktops. I have several Clients who tried to use these devices, and none of them are comparable quality to the desktop bus-based tuner cards that have been on the market for 15 years+. If you are willing to switch to a desktop with a high-quality tuner card ($150) you can capture quite a bit of streaming video content, but very limited on copyrighted programming such is on commercial subscription sites like Netflix, Hulu, RedBox, etc. even using that setup.
Sorry to be the bearer of bad news; what you are trying to do exceeds the limits of current technology.