Yes it is. One popular method is to see if there's any albumwrap files for the artist you're after. See How to Downld whole albums & Albumwrap. Another is to find zipped albums, but with so many bogus zip files out there, this is a risky method. Some zips may have viruses.
For albumwraps, their sizes should be at least 40 MB (40,000 KB) or much larger depending on album time-length & also bit-rate encoded at.