How to download online flash games by URL or other ways?

You need the adobe macromedia flash projector

http://www.adobe.com/support/flashplayer/downloads...

Fine the one that says "Projector"

After that, go to the page of the game you want to download, right click on the page and click on "view page source" a new window will pop up.

Press "CTRL+F" and type ".swf"

From there, read the file names until you find the correct one, copy the url of that. If you type paste it to your browser, you should get a page showing only the flash game.

Open the flash projector, click on "file" then "open" paste the link there, the game should now be loading in the projector, once it loads completely, go to "file" then "create a projector"

Save your file

Alternatively, you can go to http://ahkong.net/ and search, then download your game there