Download files from Visual Studio Online

demo.cs

var netCred = new NetworkCredential("username", "password");
var basicCred = new BasicAuthCredential(netCred);
var tfsCred = new TfsClientCredentials(basicCred);
tfsCred.AllowInteractive = false;

var tfs = new TfsTeamProjectCollection(new Uri("https://XXX.visualstudio.com/DefaultCollection/"), tfsCred);

tfs.Authenticate();

var vcs = tfs.GetService<VersionControlServer>();

var items = vcs.GetItems(@"$\", RecursionType.Full);

foreach (var item in items.Items)
{
    Console.WriteLine(item.ServerItem);
    if (item.ItemType == ItemType.File)
    {
        item.DownloadFile(item.ServerItem.Split('/').Last());
    }

}