Apple - In iTunes 11, how do I download all existing shows for a podcast?

1. Select the List tab:

   

2. Click on the disclosure arrow to expand the subscription (if it's not already expanded):

   

3. Click on the download button at the top of the list:

   

4. Click OK to start downloading all episodes:

   

Right click the podcast in your list of subscribed podcasts and there should be a "download all" option. Just found this myself after agonizingly clicking each download link for a few shows. Addition: The list to click is the one on the left side of the screen, not with all episodes open. Didn't work on screen with all eps open, does work when only left side list is seen. No idea why, but thanks for this, worked for me.