Fetching daylerees colour schemes for PHPStorm from Github
Instead of os.path.exists you may want to specifically use os.path.isdir and isfile. isdir checks if the path matches an existing folder, and isfile checks for files. It is possible for the path you pass to be valid but not of the correct type for your purposes, which would be a significant error for your folders as you then have invalid paths that you'd attempt to download to.

Also to make it easier on your user, I would wrap the main code in a while loop so that if they enter an invalid path the program doesn't exist the program still doesn't exit:

while True:
    download_location = raw_input(
        "Where would you like me to save the files? (e.g. ./ or ../ or ./themes/ or /path/to/folder): ")
    if download_location and re.match(r'.+/$', download_location):
        if not os.path.isdir(download_location):
            os.mkdir(download_location)
        crawler = Crawler('https://api.github.com/repos/daylerees/colour-schemes/contents/jetbrains',
                          download_location)
        crawler.crawl()
        print('\n\nAll done. Themes have been saved into ' + download_location +
              '. Thank you for your cooperation. Have a nice day.')
        break
    else:
        print('The path must end with a forward slash.') 


Putting break after your print call will end the infinite loop once the code has  successfully run but otherwise it will keep asking for input.

Also no need for regex. Python has a str.endswith function that detects if a string ends with a certain string. So you could just use:

    if download_location.endswith('/'):


raw_input will at least return a string, so you can just call this function on download_location. If it's an empty string it will return False since an empty string doesn't end with '/'.