while facebook gives u the option to Download a Copy of ur data, this doesn't include photos others have uploaded && tagged you in. below r steps && code for quickly downloading a local copy of all these photos
when u've reached the bottom type
then copy the following code ( UPDATED by Ted Davis ) into ur console && press 'enter' facebook has updated the way they do things, so the code below no longer works, i've started looking into yet another set of updates to this code but if any other fb-hackers figure this out before i do please send ur hack my way && i'll post ur code + credit here! thnx
this will remove everything in the page && replace it with all the large versions ( jpg ) of the photos ur tagged in. last thing u gotta do is File > Save Page As... ( Webpage, Complete ) && u'll have a local copy of all these jpgs.