I used to use [Furl](http://en.wikipedia.org/wiki/Furl). I would periodically download their zip archive of my urls, until it became 2GB. I now use [Zotero](http://www.zotero.org/) which takes a snapshot of the url I am on and puts all files into a folder. I realize that this is proactive work: taking snapshot when I find an interesting page, rather than later.