Web Dumper automatically downloads HTML documents along with their embedded pictures, sounds, and movies, while it screens them to look for any enclosed links to other documents. Web Dumper lets you select which kinds of file you want to be dumped between more than 60 available standard types, the folder depth level, how links must be processed and if it must re-link your HTML documents for offline browsing.
I tried WebSlinky 1.3 Build 105 & Web Dumper 2.2.3 & SuperBot 4.6. The first two failed to download all the files on a simple mostly-text site properly, failing to capture the contents of at least one of the subdirectories. WebSlinky seemed pretty immature, with a very rudimentary user interface. It failed to download files with first space (%20) in the file name. Web Dumper had a little more-developed UI, but still didn't get the download right. Of the spiders I tried, only SuperBot worked correctly. It downloaded everything correctly and reset the links to work in the download. It is a little expensive, but it works, unlike Web Dumpster.