A way to grab an entire blog ? (Loophole)

I was also not sure about this and that’s why thought of asking from the community.

Somebody told me that there is a issue is wordpress which makes it possible to a software to grab details of a blog including it’s full database. May be its not a loophole, but he says there’s a software that can do this job, is that true ? No software name, its linux based. I know this sounds ridiculous but wanted to make sure that there’s nothing like that.