I think you're looking for the "wget" command. Myself I tend to do this, but if you're doing this for archival purposes you might prefer to do it differently (e.g. without "-k" of "-H", and maybe without "-l"):

  wget -r -l 8 -w 100 -k -p -np -H <URL>
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Briefly what these options do (read the man page):

-r is recursive
-l is the max depth
-w is the wait, seconds between retrievals
-k convert-links for local viewing
-p gets all "page-requisites", e.g. images, stylesheets
-np "no parent", means to avoid following links to levels
   above the starting point.
-H  Enable spanning across hosts when doing recursive retrieving.
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