If you want saved files and game files you may want to try SharkPort or something similar to that. They may have something like that at the nearest game stop or a like store. Just ask the people in there, most of them are hardcore on the PS2 crap and will tell you everything you need to know, lol. But I think sharkport is the one for all that kind of stuff.
If your looking for video, just like Pako said, your going to need a video capture card, and plug in your RCA's into the back of that, then you will be able to capture the video. Good luck with your findings.