Moodle 2 added "Download all assignments as a zip" to the view page for individual assignments, but there's not a way to download all the assignments in a course.
I've implemented this in a Git branch, here: https://github.com/Dave-B/moodle/commit/e2ee87d7104ab16acaf54576f891b6f05b3252ff
MDL-29343, this also includes subfolders for each student
2. it also has subfolders for each assignment
3. it has a top-level folder so when unzipped, all assignments are grouped
4. and the zip download has the date and time included, in case teachers end up downloading multiple times.