Software for downloading complete websites?
 

One of the websites host plenty of historical news papers (archive). I would like to be able to download the enitre site so I can read the papers in offline mode.

Is there a free software that lets me do it?

Thanks.

What's the site? It may or may not be possible, depending on what the site uses.

This isn't the easiest way, but I've used wget, which is a traditional utility for this purpose. It's command line only, but there must be some GUI tool to do what you want somewhere.
http://freecode.com/projects/wget

You have to figure out the options, like level of recursion etc., but I was able to download an entire archive of radioplays from a website.

Here's a sample command line I came up with:
You could also try flashget.
It will grab all files off one page.

When you use a tool like that you're abusing the resources of that site. You might find yourself on the other side of a firewall depending on the site. Site scraping is not something webmasters appreciate whether it's legitimate user or not and many monitor for such activity.

Thanks to all for the answers.