It is in fact possible to keep and offline mirror of Wikipeda for yourself. But just the text of it obviously. If you tried to download ALL of every Wikipedia article, including sounds images and videos, it would probably be a couple terabytes in size.
Now, I can't for the life of me though figure out how to do it in Linux. I can find page after page of how to do it in Windows, but nothing for Linux. Help please?
http://www.quickonlinetips.com/archives/2012/08/download-full-wikipedia-content-offline/
https://en.wikipedia.org/wiki/Wikipedia:Database_download
This seems to imply that you can download an archive and extract it, but media files have to be downloaded separately.