Are there any services or vendors of music that allow for local backup?

I used to buy a lot of music but physical medium seems to be on the way out and there are even artists that skip entirely publishing in such format.

Streaming is not my cup of tea nor a luxury I can adhere too, as I mostly work outside and there are spots where internet coverage is just non existant.

I would gladly pay for a service that would enable me to pull down and store music I pay for.