Seems to work fine with me:
will@SuSE:~> wget -r
http://www.unicode.org
--12:42:33--
http://www.unicode.org/
=> `
www.unicode.org/index.html'
Resolving
www.unicode.org... 69.13.187.164
Connecting to
www.unicode.org[69.13.187.164]:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: 21,647 [text/html]
100%[===============================================================================>] 21,647 27.85K/s
12:42:34 (27.80 KB/s) - `
www.unicode.org/index.html' saved [21647/21647]
Loading robots.txt; please ignore errors.
--12:42:34--
http://www.unicode.org/robots.txt
=> `
www.unicode.org/robots.txt'
Reusing connection to
www.unicode.org:80.
HTTP request sent, awaiting response... 200 OK
Length: 973 [text/plain]
100%[===============================================================================>] 973 --.--K/s
12:42:34 (9.28 MB/s) - `
www.unicode.org/robots.txt' saved [973/973
Check your firewall first