There are a few pieces of software that you can use to archive a site. Like

http://www.httrack.com/

I just googled on "archive web site". There are probably a few out there you can use.

Also, the waybackmachine at http://www.archive.org/ is very handy if you don't get a chance to do that before a site goes down.

Sad to see a site go out of business, but unfortunately it's not unusual, particularly not now.

JB