Rip a website via HTTP to download images, HTML and CSS

wget -erobots=off --no-parent --wait=3 --limit-rate=20K -r -p -U "Mozilla/4.0 (compatible; MSIE 7.0; Windows NT 5.1)" -A htm,html,css,js,json,gif,jpeg,jpg,bmp http://example.com

This runs in the console.

this will grab a site, wait 3 seconds between requests, limit how fast it downloads so it doesn't kill the site, and mask itself in a way that makes it appear to just be a browser so the site doesn't cut you off using an anti-leech mechanism.

Note the -A parameter that indicates a list of the file types you want to download.

You can also use another tag, -D domain1.com,domain2.com to indicate a series of domains you want to download if they have another server or whatever for hosting different kinds of files. There's no safe way to automate that for all cases, if you don't get the files.

wget is commonly preinstalled on Linux, but can be trivially compiled for other Unix systems or downloaded easily for Windows: GNUwin32 WGET

Use this for good and not evil.

Good, Free Solution: HTTrack

HTTrack is a free (GPL, libre/free software) and easy-to-use offline browser utility.

It allows you to download a World Wide Web site from the Internet to a local directory, building recursively all directories, getting HTML, images, and other files from the server to your computer. HTTrack arranges the original site's relative link-structure. Simply open a page of the "mirrored" website in your browser, and you can browse the site from link to link, as if you were viewing it online. HTTrack can also update an existing mirrored site, and resume interrupted downloads. HTTrack is fully configurable, and has an integrated help system.

On Linux systems, 'wget' does this, pretty much.

Its also been ported to several other platforms, as several of the other answers mention.