Depending on HOW they ask for the password some browsers dont recognize the request. However it is also possible that this website has a little bit of code in it to tell the browser to NOT remember the password. Banks often do this and I gather it is pretty trivial to turn off "remember passwords" on a web page.

I use a little javascript that will (sometimes) bypass this:

• Create a bookmark of ANY page (it doesnt matter which page as we will be replacing the URL and name)
• Go into Show All Bookmarks and select the bookmark you just made.

• In the Address field (where the URL is) click and remove ALL of the url and replace it with this:

  javascript:(function(){var%20ca,cea,cs,df,dfe,i,j,x,y;function%20n(i,what){return%20i+%22%20%22+what+((i==1)?%22%22:%22s%22)}ca=cea=cs=0;df=document.forms;for(i=0;i%3Cdf.length;++i){x=df[i];dfe=x.elements;if(x.onsubmit){x.onsubmit=%22%22;++cs;}if(x.attributes[%22autocomplete%22]){x.attributes[%22autocomplete%22].value=%22on%22;++ca;}for(j=0;j%3Cdfe.length;++j){y=dfe[j];if(y.attributes[%22autocomplete%22]){y.attributes[%22autocomplete%22].value=%22on%22;++cea;}}}alert(%22Removed%20autocomplete=off%20from%20%22+n(ca,%22form%22)+%22%20and%20from%20%22+n(cea,%22form%20element%22)+%22,%20and%20removed%20onsubmit%20from%20%22+n(cs,%22form%22)+%22.%20After%20you%20type%20your%20password%20and%20submit%20the%20form,%20the%20browser%20will%20offer%20to%20remember%20your%20password.%22)})();
  

• Now edit the NAME of the password and change it to something like "Remember Password."

I put this bookmark in the bookmark bar, so you can drag it there if you like.

Now when yo go to a page that won't remember your password, click that bookmark and then enter your username and password. If Safari then asks if you want to remember the password: SUCCESS!

If not then I don't have a solution for you. However I use 1Password to fill in most password, but that ain't free...

As pointed out, the first three examples are direct links to the PDF files in question while the other two are controlled by a server script in the background.

There is nothing what you can do about it on your side since the server fully controls the distribution of documents in the two last example links you provided.