I also learned that you can copy a video link and paste it into VLC media player and it will play!
You can also use this trick to download YouTube videos without the need of a 3rd party website!
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Copy the URL of the YouTube video you wanna download
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VLC / Media / Open network stream... And paste your URL
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Once the video has opened, Tools / Media Information
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Copy the URL in the "Location" field and paste it into your web browser, you should have the option to save the video
It's a couple of steps but once you memorize what you need to do it's a million times faster (and I'd wager equally times as private) than finding one of those websites to give you a link.