You can use data URIs. Browser support varies; see Wikipedia. Example:
<a href="data:application/octet-stream;charset=utf-16le;base64,//5mAG8AbwAgAGIAYQByAAoA">text file</a>
The octet-stream is to force a download prompt. Otherwise, it will probably open in the browser.
For CSV, you can use:
<a href="data:application/octet-stream,field1%2Cfield2%0Afoo%2Cbar%0Agoo%2Cgai%0A">CSV Octet</a>
Try the jsFiddle demo.