I was checking some old Gmail messages and I noticed this warning: "Anti-virus warning - 1 attachment contains a virus or blocked file. Downloading this attachment is disabled." It turns out that the .rar archive was "blocked for security reasons" and I can't download it.
There are some file types that are blocked by Gmail, but .rar is not one of them. Here's the list: ".ade, .adp, .bat, .chm, .cmd, .com, .cpl, .exe, .hta, .ins, .isp, .jse, .lib, .lnk, .mde, .msc, .msp, .mst, .pif, .scr, .sct, .shb, .sys, .vb, .vbe, .vbs, .vxd, .wsc, .wsf, .wsh". It turns out that the archive included a few .bat files inside a .zip archive and "Gmail won't accept these file types even if they're sent in a zipped format".
How to download the blocked attachment? I couldn't find a way to do this from the web interface. Gmail disabled the download button and the "save to Drive" button. Not even the "basic HTML" Gmail interface lets you download the file and the "download all" link only lets you download all safe attachments.
Fortunately, you can use other mail clients. Surprisingly, Gmail's Android app lets you download blocked files or save them to Google Drive. I also checked the built-in mail clients from iOS and Mac OS X and it's easy to download all attachments.