Being a bit of code crazy guy, I am, i found it would be foolish to go to each and every post in my blog and choose File -> Save as option. So..just a hack/or anything you want to call it.
Download and configure HarvestMan from http://code.google.com/p/harvestman-crawler/wiki/WorldsSimplestCrawler.

Now just replace the URL in the tutorial to your blog address and your done. All the files are downloaded as is into your local directory. Windows users as usual download cygwin, it would be easier to do this.