Yashin has posted this tutorial at ArcanumX demonstrating how to read and decode 433 MHz digital data transmissions. “I intend to demonstrate how the RTL-SDR can be used to sniff 433 Mhz transmitters. These are pretty cheap and can be found in a lot of appliances including alarm sensors. This post is also intended to be an intro to RTL-SDR usage. I suggest you get Kali linux (1.0.6>) on your system as it has most of the dependencies required for this demo.”
The technique involves receiving the signal using an RTL-SDR dongle which feeds into a GNU Radio program. GNU Radio extracts the signal to a wave file which can then be analyzed using rtl_433 software. Yashin gives a good explanation here on exactly how to use GNU Radio to capture these signals, detailing the proper (though easily overlooked) way to terminate the recording of a wave file.