Wget

Wget is a GNU file transfer utility, fully compatible with FTP, HTTP and other protocols. It is also available for Windows. Curl mirrors much of Wget's functionality.

Example usage
export http_proxy=proxy:8080 wget www.linux.org
 * Work through a proxy

Get all "normal" pages from wiki.linuxquestions.org: wget --domains=wiki.linuxquestions.org --reject="*\?*" \ -r http://wiki.linuxquestions.org/wiki/Main_Page
 * Download a wiki