Thanks everyone for the suggestions!
Some comments, in no particular order:
expect: Long time since I used that - long enough to have forgotten it existed! I'll have another look, for nostaligia if nothing else!
cygwin: I think I'd have problems convincing the server owner to all this to be installed. To be honest, there are simpler solutions, for example we could script having multiple copies of the backups on the host; one which is maintained by the host (keep files for 2 days then delete them), the other which is maintained by my box (download all files and delete them from the host). It just feels like the "wrong" way too do things - I don't like having to keep multiple copies of large files around just because I can't find a better solution! On Linux I could just use hard links to duplicate the files without actually using disk space, but as far as I know doing that on Windows isn't an option?
ncftp: Good point, I have used these tools before on Windows but forgotten about them (or at least not remembered they were cross-platform). Scripting something with those ought to be do-able. Indeed I have a feeling that ncget can download a file and delete it on success so if that can cope with not downloading a file it already has, but still delete it, that may be the solution.
I am a little surprised that this isn't a fairly standard requirement with a standard solution though. Keeping recent backups on the host that created them, and a full archive elsewhere, seems fairly "normal".
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