How can I backup a remote SQL Server database to a local drive?

First, grant full control permissions to a local path on your machine (as shown below) with Everyone. (Or alternatively grant permissions specifically to the SQL Server Agent account).

Second, execute the following:

BACKUP DATABASE [dev] TO  DISK = N'\\myMachine\c\dev.bak' WITH COPY_ONLY, INIT;

In Microsoft SQL Server Management Studio you can right-click on the database you wish to backup and click Tasks -> Generate Scripts.

This pops open a wizard where you can set the following in order to perform a decent backup of your database, even on a remote server:

• Select the database you wish to backup and hit next,
• In the options it presents to you:
  1. In 2010: under the Table/View Options, change 'Script Data' and 'Script Indexes' to True and hit next,
  2. In 2012: under 'General', change 'Types of data to script' from 'Schema only' to 'Schema and data'
  3. In 2014: the option to script the data is now "hidden" in step "Set Scripting Options", you have to click the "Advanced" and set "Types of data to script" to "Schema and data" value
• In the next four windows, hit 'select all' and then next,
• Choose to script to a new query window

Once it's done its thing, you'll have a backup script ready in front of you. Create a new local (or remote) database, and change the first 'USE' statement in the script to use your new database. Save the script in a safe place, and go ahead and run it against your new empty database. This should create you a (nearly) duplicate local database you can then backup as you like.

If you have full access to the remote database, you can choose to check 'script all objects' in the wizard's first window and then change the 'Script Database' option to True on the next window. Watch out though, you'll need to perform a full search & replace of the database name in the script to a new database which in this case you won't have to create before running the script. This should create a more accurate duplicate but is sometimes not available due to permissions restrictions.