Seems all the apps and plugins recommended above are not working anymore. Right now the only one I can find that still works and can batch download videos from Niconico is houlo video downloader.
If you don't have a NicoNico account you need to sign up a new account first. Once done, launch the software and navigate to "Settings" page, click on "www.nicovide.jp" in the list and input your NicoNico login email/password in the right side fields, click "Save Changes". Then you can start downloading the video immediately.
You guys can download it here:
http://houlo.com/houlo-video-downloader
