You may download all of them at once as a zip through the following link. Once you have them, place them as-is in your properly initialised SD card, and everything should work out of the box.

MiSTer Project

If you want to check more about the MiSTer project, please check this wiki.

MiSTer Downloader

For downloading all of these files directly from your MiSTer, use the MiSTer Downloader.

Tags that you may use with 'Download Filters' feature

Read about how to use them here.

List:

ALL_TAGS_GO_HERE

Some relevant tag descriptions:

arcade-cores / arcade: All arcade cores and MRA files.
computer-cores / computer: All computer cores.
console-cores / console: All console cores.
other-cores / other: All other cores.
service-cores / utility: All utility cores.
cores: All cores (RBF files).
mra: All MRA files & folders.
alternatives: All MRA Alternatives
hbmame: All files & folders linked to the HBMame collection.
handheld2p: All 2 Player versions for Handheld cores.
filters_video: All video filters (gamma & filters & shadow_masks).
all_filters: All video & audio filters (filters_video & filters_audio).
essential: Menu core & MiSTer firmware.
readme: All README files.
docs: All documentation files & folders, including README files.
extra-utilities: All extra utilities that are installed in games folders of some computer cores.
bios: All bioses that are installed in the games folders for some computer & console cores.
cheats: All cheat files & folders.