iBank can download transactions from hundreds of banks that support the OFX protocol (also known as Direct Connect). If your bank doesn't support Direct Connect then you can still easily import your data using Direct Access, a subscription download service offered by IGG Software.
Banks with direct download support:
*Please note that some financial institutions charge a fee for providing OFX access to your accounts. For tips on configuring access for specific institutions, please search the IGG Knowledge Base.