A new feature has been added in cpg1.5.x that will allow the admin to export the content of albums as HTML pages or as plain images. To access the feature, choose "Export" from the admin menu or manually point your browser to http://yoursite.tld/your_coppermine_folder/export.php
Using the feature is pretty straight-forward:
The third option provides you with an input field to specify the folder where your exported files are suppossed to reside. You have to create this folder in advance (using your FTP application) and make sure that it is writable for the script (as suggested in the permissions section of the docs).