rm(list=ls(all=TRUE))

library('purrr')

years <- c(1980:1981)
days <- c(001:002)

walk(years, function(x) {
  map(x, ~sprintf("https://hydro1.gesdisc.eosdis.nasa.gov/data/NLDAS/NLDAS_MOS0125_H.002/%s/%s/.grb", years, days)) %>%
    flatten_chr() -> urls
  download.file(urls, basename(urls), method="libcurl")
})


Error:
Error in download.file(urls, basename(urls), method = "libcurl") :
  download.file(method = "libcurl") is not supported on this platform

The supported ‘method’s do change: method ‘libcurl’ was introduced
     in R 3.2.0 and is still optional on Windows - use
     ‘capabilities("libcurl")’ in a program to see if it is available.

library(purrr)
library(httr)
library(rvest)

years <- c(1980:1981)
days <- sprintf("%03d", 1:2)

sprintf("https://hydro1.gesdisc.eosdis.nasa.gov/data/NLDAS/NLDAS_MOS0125_H.002/%s/%%s/", years) %>%
  map(~sprintf(.x, days)) %>%
  flatten_chr() %>%
  map(~{
    base_url <- .x
    sprintf("%s/%s", base_url, read_html(.x) %>%
              html_nodes(xpath=".//a[contains(@href, '.grb')]") %>%
              html_attr("href"))
  }) %>%
  flatten_chr() %>%
  discard(~grepl("xml$", .)) %>%
  walk(~{
    if (!file.exists(basename(.x))) {
      GET(
        url = .x,
        write_disk(basename(.x), overwrite=TRUE),
        authenticate(user = "bob@rud.is", password = "KtkJgaNbHE6iUbX&eM"),
        progress()
      )
    }
  })