it usually depends how they are setup. if it's split up seperate among rar files then, yes you can just extract them, however when it's split up as a whole, you won't get anything out of it usally.
Also it depends on the fileformat... WMVs and MOV files split up easily, however if it's in dvd format, for example, you won't get anything unless you download the entire set of files associated with them.
I'd check our friend google and see if you can find an app that puts together partial video codes.. (seriously doubting one exists though)