Is there any possibility to download a file to some remote machine which has ftp, ssh, nfs access. What I mean is that it doesn't have to go through the machine from which the download is issued.
if it has ssh, you can always ssh the remote machine, and execute the following command to download a file directly to that machine
for example, to download a tux picture whose link i know into a server of mine, i would do the following commands
In order to do what you're asking - download a file in a browser on machine A, but save it to a disk on machine B - you will need a network connection between machines A and B (which means a VPN, if they're not on the same local network) and then you'll need to mount a disk from machine B on machine A.
This last bit can be done with nfs, samba, sshfs, or any number of other ways. We need more info before we can specify something more directly.
You could always use secure copy,
Uploading local file to remote server via ssh;
Downloading from a remote server to a local directory
Download from a remote server and upload to another remote server
Remembering you can also pass options if you would like to recursively upload/download a directory!
Hope this helped.