The Dota 2 loading screen downloader allows you to do exactly what it says on the tin.

It downloads loading screens you own in Dota 2 as jpegs in full 1080p. Simply enter your steam profile name or steamid64, press download and get a zip archive of all the loading screens in your Dota 2 inventory.

Make sure your Steam inventory is visible to the public!

For further information check the FAQ.