If you are referring to the API docs such as at http://java.sun.com/javase/6/docs/api/ , I have looked hard in the past, but have never found a download link. You can download the Java Tutorial, but not the API docs.
Good find David, not sure how I missed this, but this download has it all.
A warning to any prospective downloader, it takes a little time to unzip the download file, especially if your antivirus program pokes its nose into things. It unzips to around 300 mb. AN issue on older computers like mine.