CruiseCradle is a great handy tool to automatically download SharePoint Documents into your USB Stick. You insert your USB Stick into your PC and Done.

Just copy autorun.ico, Autorun.inf, CruiseCradle.exe.config, CruiseCardleConfig.csv files into USB Stick. Then Configure CruiseCradle.exe.config, CruiseCardleConfig.csv files according to your own settings:
1. CruiseCardleConfig.csv => Add your Document Libraries in each Row
2. CruiseCradle.exe.config => Specify your SharePoint Web Services Location in the config file.
SharePoint/_vti_bin/lists.asmx
You may also place the .csv file into the remote location and reference it into CruiseCradle_ConfigFilePath. But, you may have to do the code change for that. Just update string dropInFolder = Directory.GetCurrentDirectory() @"\DownloadedFiles\" sourceList; in DownLoadAttachment function.
SharePoint/_vti_bin/lists.asmx
You may also place the .csv file into the remote location and reference it into CruiseCradle_ConfigFilePath. But, you may have to do the code change for that. Just update string dropInFolder = Directory.GetCurrentDirectory() @"\DownloadedFiles\" sourceList; in DownLoadAttachment function.

Requirements:
* SharePoint Server

The license of this software is Free, you can free download and free use this server utility software.