Recently I was trying to setup my web application which is based on Angular js and Asp Dot Net Web API on my local server so that everything runs from the local system. During the same time in my application, I was having a lot of data on Azure Blobs and I was having a hard time in finding a proper resource in downloading all file without much hassle. Finally, I came across Microsoft Azure Explorer
Microsoft Azure Explorer is fairly easy to use. You can add you account with the storage key related to the account. Once everything is set up go to any container and download the file/files from that container. you can use select all feature for downloading all the files from the container. This application is not maintained actively so could have some glitches.

