Since git is a distributed VCS, your local repository contains all of the information. No downloading is necessary; you just need to extract the content you want from the repo at your fingertips.
If you haven’t committed the deletion, just check out the files from your current commit:
git checkout HEAD <path>
If you have committed the deletion, you need to check out the files from a commit that has them. Presumably it would be the previous commit:
git checkout HEAD^ <path>
but if it’s n commits ago, use HEAD~n, or simply fire up gitk, find the SHA1 of the appropriate commit, and paste it in.