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Right click (or control click) any image and click Save image to "whatever your download folder is"/Desktop.

If you hold option down while you click you can click Save Image As and put it wherever you like.
 
this way is ok

Is there a way to do this?

actually you can select all the safari page and copy the text and images,
open textedit and past , save as .rtf.
now ctrl + click the rtf file, "Show package content" now you can see all the images are in the files.

[opps, this works only in mac]
 
If we are talking about iPhone than you can save photos in Safari. Just tap and hold a picture for a few seconds and then a message should pop up saying Save Image.

It should now be in Saved Photos in the Photos app. Hope this helps.
 
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