The fine folks at Rogue Amoeba have a new app out called Piezo:

"Using Piezo, you can record from almost any app on your Mac. Whether it’s web streams in Safari or music from services like Spotify and Rdio, you can record it with Piezo. Just select the desired source and press record to capture its audio."

You can read more about Piezo on their blog as well. Piezo looks awesome, and it's even in the App Store!