So I'm SSHed into my Ubuntu server from my Ubuntu desktop. I'm at a certain path and I want to download a file to my local filesystem (preferably the path I was at before I entered the SSH session).

I could mount SSH and pull the file across by mouse but what if I was trying to get a root file and logging in by root directly is disallowed? Even if that wasn't the case (it isn't now), surely there must be a simple way of pulling back a file over an active SSH connection.

Surely!