Partially completed downloads through Software Update are stored in an invisible Software Update Cache folder in the Application Support folder. Once complete, the updates are installed by using Installer Engine, and Apple Software Restore. They are then deleted. To find them, you can simply use ResEdit to make the folder visible and go down several folders ending in a file whose name ends in .bin. That is the partially completed download. This script has a CHANCE of keeping the downloads:
tell app "Finder"
if the file type of selection is not "????"
copy selection to the desktop
You must select the file before it will work properly. Also, this drains CPU cycles.