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Firstly, use the terminal to navigate to the folder where you want to download the wallpapers (or create a new folder). Then, run the following commands:
ftp ftp.gnome.org
cd /pub/GNOME/teams/art.gnome.org/backgrounds
prompt off
Then enter anonymous for both the username and password.
And now you can start downloading all the wallpapers for a certain resolution:
mget *1280x1024.jpg
The above command will get all the wallpapers for 1280x1024 screen resolution. To download wallpapers for another resolution, just change the numbers (with 1024x768, 1600x1200 and so on).