I just faced a requirement that I needed to copy a zip file containing logs from a remote server to my local machine for some analysis.
I googled around and found at that you can use scp command to that for you.
scp -r <username of remote machine>:<remote location> <location of local directory> scp -r shekhar@dev.xebia.com:/home/xebia/application/logs/logs-1-09-2011.zip /home/shekhar/tmp
You also might take a look at rsync cmd, which is also able to run over ssh protocol and furthermore provides a lot of configurable parameters