You might be able to do this using the HDMI cable or AV cable and a video capture device. Of course you would need capture software as well. If you use Windows you could use MovieMaker or on a Mac iMovie.
Before anyone can answer your question we need to know the make and model of the camera. Are you talking about the camera's internal memory? Depending on what camera you have you may or may not be able to do this with a video capture device.