CocoaWget
Originally downloaded April 23, 2007. You know, I've never understood why this software hasn't been made before. Or perhaps it has, but it's pretending to use some proprietary method of download web pages. I've used wget from the command line to fetch pages, and it's awesome... and awesomely fast. I'm quite interested to see how this open-source, Cocoa GUI freeware handles the task.
Version as tested: 2.6.2.
Update 8/14/12.
This free and open-source software it's actually quite nifty for downloading websites for local browsing. It can quite quickly grab a while site, either a single page or a recursive grab, and then rearrange the links and put media files in separate folders. It defaults to downloading to your Desktop, but that's configurable. There are other tools that can do this—for example, both DEVONthink and DEVONAgent—but none that I know of that are this simple and dedicated to the task.