Here is a firefox extension,Fuschipranie, that lets you download entire album inspite on downloading one by one on facebook. you can get it here Fuschipranie download.
How to use it:
1. Go to your albums section or whenever you have an album link(or in the case of the tagged photos the “Photos” link).
2.You just make right-mouse click over your albums links, a menu should appear with fluschipranies download option, click it.
3. A text-field popup should appear, specify in it the prefix of your photos.If you leave this field empty or you check facebook default below, in such case the default facebook’s prefix will be used.
4. A file picker should appear after step 3, choose the directory where you want the album to be downloaded.
5. Go to the folder you picked in step4 to see your photos.