brew install youtube-dl
here's for fast ai's course:
youtube-dl -o '%(playlist)s/%(playlist_index)s - %(title)s.%(ext)s' https://www.youtube.com/playlist?list=PLfYUBJiXbdtS2UQRzyrxmyVHoGW0gmLSM
youtube-dl https://www.youtube.com/watch\?v\=ZxvliLODkxI