I just wanted to expand on the accepted answer with support for Internet Explorer (most modern versions, anyways), and to tidy up the code using jQuery:
$(document).ready(function() {
saveFile("Example.txt", "data:attachment/text", "Hello, world.");
});
function saveFile (name, type, data) {
if (data !== null && navigator.msSaveBlob)
return navigator.msSaveBlob(new Blob([data], { type: type }), name);
var a = $("<a style='display: none;'/>");
var url = window.URL.createObjectURL(new Blob([data], {type: type}));
a.attr("href", url);
a.attr("download", name);
$("body").append(a);
a[0].click();
window.URL.revokeObjectURL(url);
a.remove();
}
Here is an example Fiddle. Godspeed.