Download your ESRI shapefiles here!
The data are available as shapefile, ESRI geodatabase, RData, and Google Earth kmz format. Shapefiles can be used for most mapping and “GIS” software (you can download a free program such as Q-GIS or DIVA-GIS. The RData files can be used in R with the ‘sp’ package loaded.
You can download country level files (recommended) or files covering the entire world