If you wish to have a local copy of a very complete list of WordPress Functions, you should go visit the homepage of Tom and Jonathan of Modscape LLC.
They have compiled a wopping 292 page PDF file containing
all of the content of the pages linked to from the WordPress Codex Function Reference as of 03/03/09
The PDF file also includes links to all the Template Tags pages, so the file is fairly extensive and contains a lot of handy info which can be handy when you are developing somewhere no internet or a slow connection.
Go to their blogpost to find the download link:
Lars Koudal - WordPress Developer and SEO consultant based in Barcelona.