For downloading the various country maps you need to install Nokia Map Loader, something quite improved since the first version but still only works if you download and install .net framework. It also happens to be windows only. Nokia Maps allows downloading maps over the air but is limited to the region you are in, it doesn’t allow you to download a particular country completely over the internet.
But now now you can get them across without having to install anything on your computer or theoritically if your phone has WiFi or if you have unlimited 3G you can download put maps into use without even touching a computer. Great if you are out of town, on a mac or with a Linux system.
This website allows you direct downloads of maps of all countries and here Martin explains how it works. The Map Loader downloads the maps as a zip file from http://static.s2g.gate5.de/maploaderzip/0.0.7h/%5BNUMBER%5D.zip to a temp folder, and then unzips the content to the memory card. [NUMBER] is an ID, each country has its own. After some analysis and hex parsing one gets to the download links.
Once you have downloaded the maps, unzip, and drop them into the appropriate folders on your memory card. The folder structure is cities with a subfolder called diskcache filled with subfolders called 0 to 9 and a to f, i.e. /cities/diskcache/0 to /cities/diskcache/f.
You can download maps for entire continents, individual countries, or individual regions within some countries. Download sizes range from one megabyte (Gibraltar) to over a gigabyte (europe or america). You’ll need a 4 GB card to fit the entire planet.
Note: I am not too sure if they are the most recent ones available though, still very useful!