Note: 

NetCDF data files are archived in NCEI Archiving System

ERSST in NetCDF format
filename convention is
ersst.VERSION.yyyymm.nc
yyyy=four digit year
mm=two digit month

how to download:
yr=1880
while [ $yr -le 2016 ]; do
nm=1
while [ $nm -le 12 ]; do
if [ $nm -lt 10 ]; then
nm=0$nm
fi
wget https://www.ncei.noaa.gov/pub/data/cmb/ersst/v5/netcdf/ersst.v5.$yr$nm.nc
nm=`expr $nm + 1`
done
yr=`expr $yr + 1`
done

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wget -r -nd -R "index.html*" https://www.ncei.noaa.gov/pub/data/cmb/ersst/v5/netcdf/

-------------------------------------------------------------
#/bin/sh
# download ersst data from
ersst_url=https://www.ncei.noaa.gov/pub/data/cmb/ersst/v5/netcdf
#start year and end year to download
yr_start=1854
yr_end=1855

for iy in $(seq $yr_start $yr_end)
do
  for im in {01..12}
  do
     echo "downloading data for $iy $im"
     wget -q -nc -nd -P. -nv ${ersst_url}/ersst.v5.$iy$im.nc
  done
done