FFMPEG mp4 from http live streaming m3u8 file?

Aergistal's answer works, but I found that converting to mp4 can make some m3u8 videos broken. If you are stuck with this problem, try to convert them to mkv, and convert them to mp4 later.

Your command is completely incorrect. The output format is not rawvideo and you don't need the bitstream filter h264_mp4toannexb which is used when you want to convert the h264 contained in an mp4 to the Annex B format used by MPEG-TS for example. What you want to use instead is the aac_adtstoasc for the AAC streams.

ffmpeg -i http://.../playlist.m3u8 -c copy -bsf:a aac_adtstoasc output.mp4