Plugins are hosted either in Subversion, under https://svn.jenkins-ci.org/trunk/hudson/plugins/ in their respective subdirectories, or in Git under https://github.com/jenkinsci/. Note that Github also has a read-only mirror of plugins hosted in subversion, so you'll see all plugins in Github.
For subversion you can look at the list of plugins to determine which plugins you want to check out:
Then check out the ones you want:
PLUGINNAME is the name of the plugin you want to check out, such as
See Plugin tutorial for how to build/test/install a plugin after checking out.