It's due to their limitations and since Wayback Machine wasn't an option either, I recorded my screen instead:
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Video archive for EtherSpace whitepaperWhich parts of web page are not saved?
1. Flash and content loaded by flash.
2. Video and sounds. It has no sense to archive youtube.com unless you want to archive the title of the video and comments. The video itself will not be saved.
3. PDF
4. RSS and other XML-pages saved not reliable. Most of them are not saved or saved as blank page.