Online Trick

Use R to Bulk-Download Digital Elevation Data with 1" Resolution

Here's a little r-script to convenientely download high quality digital elevation data, i.e. for the Alps, from HERE:

require(XML)

dir.create("D:/GIS_DataBase/DEM/")
setwd("D:/GIS_DataBase/DEM/")

doc <- htmlParse("http://www.viewfinderpanoramas.org/dem3.html#alps")
urls <- paste0("http://www.viewfinderpanoramas.org", xpathSApply(doc,'//*/a[contains(@href,"/dem1/N4")]/@href'))
names <- gsub(".*dem1/(\\w+\\.zip)", "\\1", urls)

for (i in 1:length(urls)) download.file(urls[i], names[i]) 

# unzip all files in dir and delete them afterwards
sapply(list.files(pattern = "*.zip"), unzip)
unlink(list.files(pattern = "*.zip"))

p.s.: Also check raster::getData which pulls SRTM data at 90m resolution for a location / region!