Document Sets and download as ZIP.

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Document Sets!

https://office.microsoft.com/en-us/sharepoint-server-help/introduction-to-document-sets-HA101782466.aspx

Document Sets are a very, very interesting new thing in 2010. However you cannot readily say download this set as a ZIP.

Surprisingly, it doesn't do it out of the box, but it's easy to do! Shown here:
https://www.chakkaradeep.com/post/Download-Document-Set-as-zip.aspx

 

It's also included as an example in the SharePoint 2010 SDK:
https://msdn.microsoft.com/en-us/library/ff512775.aspx