Download a summary file from a search on https://www.ncbi.nlm.nih.gov/pmc/ (using the 'Send to' menu) and feed it to this script to archive everything.

nih-grab.py

#!/usr/bin/env python

from __future__ import print_function
import os
from sys import argv, exit
import re
from time import sleep

import requests

if __name__ == '__main__':
    id_regex = re.compile(r'PMCID: (.*)$')

    items = []
    with open(argv[1], 'r') as source:
        for line in source:
            match = id_regex.search(line)
            if match:
                items.append(match.group(1))

    for pmcid in items:
        url = 'https://www.ncbi.nlm.nih.gov/pmc/articles/{}/pdf/'.format(pmcid)
        path = '{}.pdf'.format(pmcid)
        if os.path.exists(path):
            print('Skipping {}'.format(path))
            continue
        else:
            print('Retrieving {}'.format(url))

        response = requests.get(url, headers={
            'user-agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_3) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/55.0.2883.95 Safari/537.36'
        })

        if response.status_code != 200:
            print('  Failed to retrieve: {}'.format(response))
            if response.status_code == 403:
                print('Got blocked!')
                exit(1)

            continue

        with open(path, 'w') as out:
            out.write(response.content)

        sleep_time = 30
        print('  Done! Waiting {} seconds'.format(sleep_time))
        sleep(sleep_time) # Give the server a break