This util lets you send audio between apps on OS X (10.9-10.11): http://staticz.com/
However, it doesn't seem to work with the Juce Demo. Selecting Sound Siphon as the input device in the Audio Settings Demo returns an error: "Couldn't change sample rate".
I tried debugging in XCode to see where this error was being generated, but my breakpoints weren't being hit :(. Bah Xcode!
Anyway this problem occurs in a fresh, unmodified copy of Juce, so I'm wondering if it's a Juce issue, or rather an issue with the Sound Siphon util.