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Is there a way to download the entire bundle as a zip file or tarball? (I probably should have asked that before downloading each file individually.)

Maybe the Python automation book covers automated downloads, or maybe the CLI book will cover it.... =P Or there's always https://addons.mozilla.org/en-US/firefox/addon/downthemall/

(No, but) You should start by downloading "Automate the boring stuff with Python".