using ( var ctx = new ClientContext( "siteUrl" ) )
{
    ctx.Credentials = new SharePointOnlineCredentials( userName, secureStringPassword );
    var query = new CamlQuery
                {
                    ViewXml = "<View Scope='RecursiveAll'>" +
                              "<Query>" +
                              "<Where>" +
                              "<Eq>" +
                              "<FieldRef Name='FSObjType'/>" +
                              "<Value Type='Int'>0</Value>" +
                              "</Eq>" +
                              "</Where>" +
                              "</Query>" +
                              "</View>"
                };
    var web = ctx.Web;
    var list = web.Lists.GetByTitle( library);
    var items = list.GetItems( query );
    ctx.Load( items, collection => collection.Include( i => i.File.ServerRelativeUrl, i => i.File.Name ) );
    ctx.ExecuteQuery();
    if ( items != null )
        foreach(var item in items)
        {
            using ( var fi = File.OpenBinaryDirect( ctx, item.File.ServerRelativeUrl ) )
            {
                FileStream fileStream;
                using ( fileStream = new FileStream( @"fileDestination", FileMode.Create ) )
                {
                    if ( fi != null ) fi.Stream.CopyTo( fileStream );
                }
            }
        }
}

Add-Type –Path "C:Program FilesCommon Filesmicrosoft sharedWeb Server Extensions15ISAPIMicrosoft.SharePoint.Client.dll"
Add-Type –Path "C:Program FilesCommon Filesmicrosoft sharedWeb Server Extensions15ISAPIMicrosoft.SharePoint.Client.Runtime.dll"



Function Download-File(){
param(
   $listItem = $(throw “Please provide a List Item”),
   $downloadPath = $(throw “Please specify a Path”)
)

  $context = $listItem.Context
  $fileUrl = $listItem["FileRef"]
  $fi = new-object System.IO.FileInfo($listItem["FileRef"])
  $fileInfo = [Microsoft.SharePoint.Client.File]::OpenBinaryDirect($context, $fileUrl);
  try{
     $fileName = [System.IO.Path]::Combine($downloadPath,$fi.Name)
     $fileStream = [System.IO.File]::Create($fileName)
     $fileInfo.Stream.CopyTo($fileStream)
  }
  finally {
     $fileStream.Dispose()
  }
}



$Url = "https://tenant.sharepoint.com/"
$UserName = "username@tenant.onmicrosoft.com"
$Password = "password"
$listTitle = "Documents"
$folder = "/Shared Documents/Archive"



if([string]::IsNullOrEmpty($Password)) {
   $SecurePassword = Read-Host -Prompt "Enter the password" -AsSecureString
}
else {
   $SecurePassword = $Password | ConvertTo-SecureString -AsPlainText -Force
}


$ctx = New-Object Microsoft.SharePoint.Client.ClientContext($Url)
$credentials = New-Object Microsoft.SharePoint.Client.SharePointOnlineCredentials($UserName,$SecurePassword)
$ctx.credentials = $credentials

#Retive items from a specific folder
$list = $ctx.Web.Lists.GetByTitle($listTitle)
$query = [Microsoft.SharePoint.Client.CamlQuery]::CreateAllItemsQuery()
$query.FolderServerRelativeUrl=$folder;
$items = $list.GetItems($query)
$ctx.Load($items)
$ctx.ExecuteQuery()


#Download file(s)
foreach ($item in $items){

  if($item.FileSystemObjectType -ne [Microsoft.SharePoint.Client.FileSystemObjectType ]::File) {
     continue
  }
  Download-File $item "C:TempArchive"


  #Delete Item
  $item.DeleteObject()
  $ctx.ExecuteQuery()
}