Just picking a random site as an example, I have tried:
wget --mirror --convert-links -p http://www.coursera.org
But it does not properly download the site to a local version
According to the man pages, when I specify --convert-links to wget:
After the download is complete, convert the links in the document to make them suitable for local viewing [...]
Note that only at the end of the download can Wget know which links have been downloaded.