*Please note that I use Google Chrome, so the options on your browser may be slightly different*
Right click forum page > View Page Source
It should say towards the top:
<link type="text/css" rel="stylesheet" href="http://blah.net/cache/themes/themeXX/global.css" />
For example, DZ is:
<link type="text/css" rel="stylesheet" href="http://www.discussionzone.net/cache/themes/theme28/global.css" />
Click it, copy and paste. Save this under your theme as global.css.
Under global.css, you should see many things similar to the following:
url(../../../images/themenameishere/head_bg.png)
For example, DZ is:
url(../../../images/dzt/head_bg.png)
This means that the theme images are under /images/dzt/ for DZ. Replace the themenameishere part with your theme folder name.
A quick way to get all the images and css is to simply use
HTTrack Website Copier.
For some themes, a little bit of PHP template editing may be required.
Simple enough?