For Pythonista 3. Needs StaSH and youtube-dl (installed with pip). Save YouTube vides by long-pressing links and running this script with 'Run Pythonista 3 Script...'

yt_save_video.py

# coding: utf-8
from __future__ import unicode_literals
import appex
import console
from os import remove
import youtube_dl


def main():
	if not appex.is_running_extension():
		print('Running in Pythonista app, using test data...\n')
		url = 'http://example.com'
	else:
		url = appex.get_url()
		if not url:
			url = appex.get_attachments()
			
	if url:
		ydl_opts = {
			'progress_hooks': [postdownload]
		}
		with youtube_dl.YoutubeDL(ydl_opts) as ydl:
			ydl.download(url)


def postdownload(d):
	if d['status'] == 'finished':
		console.quicklook(d['filename'])
		remove(d['filename'])
		appex.finish()
		


if __name__ == '__main__':
	main()