Theme Downloader which was made by George Stephanis (but hasn’t been updated for apparently over a year, is a Plugin which simply allows users to download full installable versions of themes from their own WordPress installation. Say you have yourself in a situation where you’ve made edits to a theme for personal use and you haven’t made a child theme, but there’s an update to your theme and you may lose your changes if you update? – Theme Downloader to the rescue.
When installed the plugin simply gives you a download button next to your list of themes so you can save a copy of any theme installed on your site. Works with 4.4.1 and with WPMU too. Useful!
UPDATE 25/01/16: Updated this plugin to one called WP Downloader by szaleq which simply does the job at this point. A button is added to the Theme image on the themes page, which has changed formats since the original plugin above was created. Also works for plugins.