wget.download не использует user-agent, поэтому сайт запрещает скачивать файл.
from bs4 import BeautifulSoup
import requests
url='https://jut.su/jojo-bizarre-adventure/season-1/episode-16.html'
headers = {
'User-Agent': 'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:70.0) Gecko/20100101 Firefox/70.0'
}
r = requests.get(url, headers=headers)
soup = BeautifulSoup(r.content, 'html.parser')
sources = soup.find_all('source', src=True)
with requests.get(sources[0]['src'], headers=headers, stream=True) as r:
r.raise_for_status()
with open("JOJO.mp4", 'wb') as f:
for chunk in r.iter_content(chunk_size=8192):
if chunk:
f.write(chunk)