Not sure if this had been discovered before but I'm rather impressed.
Works on my iPad so I'm guessing will work on iPhones but not sure about android.
Download a free app called 'Dropbox' make an account, doesn't cost anything just the usual email address and password stuff then when you watch an AW video select play using MP4. Mine automatically asks 'play with Dropbox' click that which will open the app for you then hit the save button.
You'll get charged the once for it but so far no other credit has been taken from my account.
Apologies if this discovery is an old one and I'm just very late to realise, if not have fun.