https://gist.github.com/3748257
Warning: 6mb worth of files.
Edit: Github repo with all the images and the script, so that people don't need to hammer the xkcd server:
https://github.com/danielribeiro/xkcd_grab
perl -e'print "<style>img{width:2048px;height:2048px}</style><pre>"; print /X$/ ? "\n" : "<img src=$_.png>" for @ARGV' {{13..1}n,{1..19}s}{{33..1}w,{1..48}e,X} > index.html