Instarchive is a site, which allows you to download (create an archive) on your computer, all the photos you've shared on Instagram.
Download a zip file containing your photos
How does it work? It is very simple. Simply log-in to the service using your Instagram crednetials (username and password). And that's it! You can then retrieve a compressed file (.zip format), containing all the photos you've shared via the social network.
The service is free, and ensures the privacy of your personal data.