Short answer: yes.
Night Lights is indeed a great show! (Thanks, Ghost!)
Longer, technical answer: the archives are stored in real audio format. If you click on an archive link, it is a small (.ram) file. This file is just a (text) link to the actual full program, a real audio (.rm) file.
This .rm file can be saved to your hard drive, and then played without being connected to the internet: Right click on an archived program, and then save the link as a file. Open that file with a text editor (notepad, etc), and copy that link into your browser. Save the .rm file.
It is also possible to convert a real audio file to MP3.