Here is a quick command line script that should work on any linux system with wget. This command will download chromosomes 1- 8 for the possum. You would need to modify the list of numbers to be “X Y M Un” to get the non-numeric chromosomes.
for i in 01 02 03 04 05 06 07 08; do wget "ftp://ftp.ncbi.nih.gov/genomes/Monodelphis_domestica/CHR_${i}/mdm_ref_chr${i}.fa.gz"; done;
You can do this for any species or really any organized FTP site. Here is the link to the NCBI genome ftp site.