Flash - SWF
Flash files are sometimes wrapped in EXE files. File Juicer can extract most of them by removing the Windows code, so you can play them on Mac OS X too.
File Juicer can extract JPEG, PNG and GIF from SWF. Flash can use alpha channels on JPEG images, but this is not a feature of JPEG files and this is therefore not extracted.
You can play SWF files without a web browser if you download 
iSwiff. Where I have also collected a few links to Flash game sites.
Flash Video - FLV files are not stored in Safari's or FireFox's cache but in Mac OS'x Temporary Items folder which you can search form File Juicer's File Menu.