Power-users and developers who use Windows are probably familiar with Sysinternals “utilities to help you manage, troubleshoot and diagnose your Windows systems and applications.” For those folks, here’s a quick one-liner to download all of Sysinternals tools using wget. (I use cygwin, hence wget. Powershell users may have something similar.)
wget -N -r -l 1 -nd http://live.sysinternals.com/
The above also works for updating your local copy at a later date. -N turns on time-stamping, -r turns on recursive retrieving, -l 1 specifies the maximum depth of recursion, -nd saves all files to the current directory.