wget -rkp -l3 -np -nH --cut-dirs=1 http://www.blurofinsanity.com/mit/lockpick.html
If on mac os you'll need to brew install wget or follow this tutorial to use curl http://psung.blogspot.com/2008/06/using-wget-or-curl-to-down...
After you've downloaded the website you can run a simple server in a terminal by navigating to where you downloaded the website and running
python -m SimpleHTTPServer
Then navigate to http://0.0.0.0:8000/lockpicking.html in your web browser.
LPT: I do this with coding tutorial sites before getting on planes so I don't waste money buying internet and time browsing other content.
However I really like backing up things and making a local mirror so I'm not going to stop you. I hate it when something interesting like this vanishes from the internet and it turns out no one has a copy.
So I'm hosting a copy of it for you and anyone else that would like to help preserve it. I just downloaded the copy with:
"wget --mirror --page-requisites --no-parent --convert-links --no-parent --wait=5 --random-wait -U "Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.8.1.14) Gecko/20080404 Firefox/2.0.0.14" -e robots=off --progress=bar --level=8 --referer=$2 $1"
Here's a copy I just put on my server: http://www.ifnotequal.com/The-MIT-Lockpicking-Guide-Mirror/m...
I've included a download for it (also hosted on my server) at the top of that page. It's only 290.5KiB.
All the best and enjoy.
curl "http://www.blurofinsanity.com/mit/chapter[0-9].html" -O http://www.blurofinsanity.com/mit/lockpick.html -O http://www.blurofinsanity.com/mit/appendix.html -O
for i in $(cat * | grep -P "\w+-\w+\.gif" -o | uniq); do curl http://www.blurofinsanity.com/mit/$i -O done
`which python2` -m SimpleHTTPServer
Edit: apparently wget has a magical flag that allows you to download all resources on an HTML page as well. Consider this solution inferior to Ellipsis753's and jamiis's. However, I will leave my reply up since this method is applicable to a lot of other situations as well.