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