You can download up to 4.2 billion digits of PI, as well as a program to calculate them from the internet.
These digits of PI were calculated by Yasumasa Kanada at the University of Tokyo, who has calculated PI to 1,241,100,000,000 (1.24 trillion) digits. They list their latest records at ftp://pi.super-computing.org/README.our_latest_record
To download 4.2 billion digits of PI:
ftp://pi.super-computing.org/pub/pi/ and follow the instructions in the README file (click on it to display it in your browser). The main difficulty with downloading this many digits of PI is that they are stored in HEX, which means that you will have to do some processing after downloading them. They do, however, provide you with the source code to do so.
To download 200 million digits of PI:
ftp://pi.super-computing.org/pub/pi200m/ . These files are in ascii, i.e. human readable format. You can directly read them in your favorite text viewer.
They do not allow you to download every digit of PI for space and bandwidth reasons.