Windows 8 Phone SDK is available for download from here, but I need a offline download of this SDK. ( i.e I wanted to download the entire setup all at once and not use the online installer ) You can download an offline version of Windows 8 Phone SDK from here. (Download Now) Update : Just to add to the answer, I used Microsoft Download Manager to download this sdk which was around 1.6 GB in size. The Microsoft Download Manager enables you to download files simply and easily. It also makes downloading large files such as application and multimedia files quick and reliable.
Hope this helps 🙂