I have played in several chess.com tournaments. I am interested in downloading all of the games in some of the tournaments that I have participated in and I notice that it seems that  these games can only be downloaded one at a time. I want to be able to download a complete set of all of the games in a particular tournament all at once rather than one at a time. Is this possible? If not it would be nice if this is something that is made possible by the owners of this site. 

Well, the only way I can think of is going here: http://www.chess.com/home/my_archive

, finding all the games, selecting them all at once, and clicking the PGN download button.

These would be only the games I played in the tournament. I am interested in downloading all of the games played by all of the participants.

Why on earth?

Yupu, agree with frank!

I am interested in the thematic tournaments and would like to analyze the results with my computer.

But I don't see the advantage of looking at chess.com games rather than master games?

These are games that were played on my own level.