You can find a list of all your previous purchases from iTunes by going to iTunes Store: Music: Purchased. There is unfortunately no way there to actually download all of your purchases in one go.
There is a “Download All” button at the bottom of My Purchases, but if you look closer on the page it will only download the 250 most recently purchased songs. To download everything from this page, you must go through your library artist by artist and click Download All on each page to fetch your entire library. This can be very time consuming and frustrating with a large library. Luckily there is a better way:
- Go to iTunes: Music: My Music
You should see all of your music that is available on iTunes in the Cloud in My Music. However, iTunes will show a screen asking you to Scan for Music or Go to the iTunes Store before your library has loaded. If your library have not loaded yet, make sure you’re logged in to the iTunes Store and that your computer is authorized from the Account menu. You may need to wait a few minutes for your library information to be downloaded and displayed in My Music.
Once your library has loaded, you can continue:
- Switch from viewing albums to songs using the menu in the top right
- Select everything in the list by pressing Command–A on Mac or Control+A on Windows
- Right‐click anywhere on the selection and choose “Make available offline”
Everything should start downloading now. Depending on your network connection and the number of songs, it may take hours or days to download everything. You cannot quit iTunes when downloading have started, so make sure you have adequate time and battery power available for the whole library to download. If you see error dialogs noting that some downloads have failed, open the Downloads menu from the toolbar and choose Resume All from the context‐menu.
You can use the same method to download all your movies and books too:
- Go to iTunes: Movies: My Movies, or iTunes: Books: My Books or My Audiobooks
- Repeat step 3–4
It can be kind of confusing that the Download All button on the My Purchases page doesn’t actually download everything. I hope this will come in handy for someone as it took me quite a while to figure out how to avoid having to download everything from iTunes in small batches.