wget is the non-interactive command to download files through http. It is pretty archaic, but it can be helpful for downloading things in batch mode or parsing text from a website automatically.
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In order to download all of the css files
from a directory somewhere on a webserver, we can use the command:
wget -r -l1 -H -t1 -nd -N -np -A.css -erobots=off http://www-beta.stanford.edu/css/
If you wanted to download mp3s or another file extension, you would replace -A.css with -.mp3, or the proper file extension.