In some organizations, allowing servers to have direct access to the Internet isn’t permitted. Or, it could be you have an isolated lab and need to patch your machines. WSUS is great, but not always possible to implement.
There are a couple of utilities available that help with this. The first is quite excellent, http://www.portableupdate.com/
The second one I haven’t personally used http://www.wsusoffline.net/
Either of these tools should get you patched, without needing to worry about Internet connectivity from your machines.