You could do that with the Firefox extension "SinleFile" [1]. It main purpose is to save a full webpage as one single html file with images etc encoded in the html file (no more messy html file + folder cluttering), very neat. There is also a variant that is a html/zip hybrid called SingleFileZ [2] that gets smaller saved file.

In the settings you could set so that sites you bookmark is saved and also link the bookmark to the saved file locally if you want to.

[1] https://addons.mozilla.org/en-US/firefox/addon/single-file/ [2] https://addons.mozilla.org/en-US/firefox/addon/singlefilez/