You-Get is a tiny command-line utility to download media contents (videos, audios, images) from the Web, in case there is no other handy way to do it.
The official release of you-get is distributed on PyPI, and can be installed easily from a PyPI mirror via the pip package manager: (Note that you must use the Python 3 version of pip)
You may either download the stable (identical with the latest release on PyPI) or the develop (more hotfixes, unstable features) branch of you-get. Unzip it, and put the directory containing the you-get script into your PATH.
Then put the cloned directory into your PATH, or run python -m pip install path/to/you-get to install you-get to a permanent path.
Completion definitions for Bash, Fish and Zsh can be found in contrib/completion. Please consult your shell's manual for how to take advantage of them.
(If a YouTube video has any closed captions, they will be downloaded together with the video file, in SubRip subtitle format.)