Daniel
Download your Facebook and it will Download all of your photos to do this go to Settings then click on Download a Copy of your Facebook Data then check your Email Facebook will Email you a Zip File Unlock it and Open it up and all your photos should be in the Zip File
abraXus
you go thru them one by one and download them to your device - there is no "easy way" to just "download them all at once"
Kelsey
They will always be there unless I actually delete them.