Data Export feature of salesforce.
To use this feature you can navigate to Data Export then choose the files and attachments. Once expoert is completed, it will generate a link and email will be sent to you contain that link. By clicking this link you can download Files and Attachments.
This feature is not suitable when you have to download only chunks of files OR Attachments, let’s say you want to export only Files OR attachments realated to Account only.
Third party tools
Third party tools are better when it comes to deal with Salesforce Files or Attachments. You can use SFDC File exporter to export Files OR Attachments in its original format. You can find all details here –
SFDC File Exporter – Excellent Tool to Mass Download Files
Custom coding
You can write your own code to download the files OR attachments from salesforce. As SFDC File Exporter has vast experience in the filed of file/data migration, we can help you in migrating your files from one org to another.