1) There is a [Query Game API](http://wiki.warlight.net/index.php/Query_game_API
) which will let *members* (non-members are locked out from using it) "download a game". Note this only works for *finished* multiplayer games and it returns an "easily readable" (if you're a computer program) format, which is documented (in broad strokes, but that's enough, there's nothing too weird in it).
2) Hacking cookies will not work; multiplayer games are (to the best of my knowledge) not actually stored on your computer.
3) Hacking cookies (or whatever Flash uses to locally store data) should work for singleplayer games. However, I have absolutely no idea what the file format looks like; don't count on there being any documentation for it.