I use gazebo 2.2.6 with ROS Indigo.
I run existing gazebo world:
roslaunch turtlebot_gazebo turtlebot_world.launch world_file:=/usr/share/gazebo-2.2/worlds/mud.world
Picture with terminal output is attached. Gazebo launched with black window.
I can download models manually:
wget http://gazebosim.org/models/model_name/model.tar.gz .tar xvf model.tar.gz -C ~/.gazebo/models
But it is complicated to do it manually for every world.