Is there a way, so that you can download the items from a list and all its item attachment files in one context call? Currently I am downloading all the items, then looping through each item, and getting its item id, then then making X ajax calls where X is the number of items, to get the item's attachments. Because I need the item ID so I know the link of the attachment folder.

Is there a way to do all this in 1 ajax call?

Thanks

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Use /_vti_bin/listdata.svc/ListName()?&\$expand=Attachments and you'll get back an 'Attachment' object on each result (or an additional node if you're using atom -- you XML weird-o!). The Attachments object contains a results array that contains 0 (if no attachments) or more attachment objects, each with a Name property that has the file name.
So if you're using JSON just use data.d.results[i].Attachments.results[j].Name and replace i and j with counters as you loop through your items -- if you replace both with 0 for example you'll get the first attachment on the first item in the result set.
You'll already know the rest of the attachment URL because it's just <site>/<list>/Attachments/<itemId>/ and then you can just add the name above to get the full link.