Most of the time, you can re-download the current version of macOS via the Mac App Store, and older ones via these links:
Thankfully, macOS installers can be downloaded via Terminal in macOS Catalina. This command will download the most recent version of macOS, depositing it in your Applications folder: softwareupdate -fetch-full-installer. The first step is to open Terminal either from the Applications - Utilities folder or simply type Terminal into Spotlight. Terminal is always represented by the icon below. Once it opens you’ll be presented with a standard Terminal window as below. The first line shows the date and time when you last logged in. Apple's Terminal app on the Mac is a great tool for diving into the command line, but it isn't the only option available. The Mac Observer rounded up several alternatives to Terminal you can use. The Terminal application is in the Utilities folder in Applications. There are several ways you can access Terminal. In Finder, navigate to the location of the Terminal application which is. The msupdate tool can be used to start the update process for Microsoft applications produced for Mac, such as Office. The tool is primarily designed to give IT administrators more precise control over when updates are applied. You can download the latest version of MAU from this link. Msupdate works by sending Apple Events to the MAU daemon.
However, I’ve run into a situation several times where the Software Update mechanism simply refuses to initiate a download:
Thankfully, macOS installers can be downloaded via Terminal in macOS Catalina. This command will download the most recent version of macOS, depositing it in your Applications folder:
softwareupdate --fetch-full-installer
The softwareupdate command has some neat tricks up its sleeve, as pointed out by Armin Briegel:
The --fetch-full-installer flag has a sub-flag: --full-installer-version which allows you to download a specific version.
During my testing in the Catalina beta version I was able to download 10.15, 10.14.6, 10.14.5, and 10.13.6. I was not able to test if 10.13.6 would download the hardware specific build of 10.13.6 for the 2018 MacBook Pro, since I do not have that hardware.
So, to pull 10.13.6 down, you’d use:
Terminal Update Apps Mac Pro
Mac Terminal Update App Store Apps
softwareupdate --fetch-full-installer --full-installer-version 10.13.6
I wish Apple would just have a support document up with direct downloads for all of this stuff, but this tool is not a bad alternative.
Update: Don’t miss this documentation from JAMF for more on the subject.