Uh, you CAN download all the levels on the archive, for example with the firefox extension called "Down Them All".
It doesn't really make sense, though, because there are several versions of a lot of levels, and a lot of levels aren't really worth downloading/playing.
There are threads on this forum that recommend levels that others found great, you can [search] for them easily.
Most of them also give the link to the recommended level, so there's no actual need to raid the archive.
Also, I don't know if you found/tried that already, but Knytt Stories itself has a link to "Get more levels", which links also to the "Third Party Level Pack" or something like that, so that'd be a place to start, for example.