The TLD database (the root zone) is only a few hundred entries and is easily downloaded.
You may even be able to get a copy of some of the second-level domains: e.g. dot com which is nearly 134 million records.
But that's still no use to you, because it only points to 134 million sets of nameservers which contain the data for those domains. They are not publically downloadable. For example: the second-level list will tell you who the nameservers are for amazon.com, but you won't be able to get the contents of the amazon.com zone. So if you want to look for www.amazon.com, you're still stuck sending a DNS query for "www.amazon.com" to one of Amazon's nameservers.