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I assume that the &outputformat parameter is the key message here, not world_cities
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Stephen Lead
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Just replaceAppend &outputformat=SHAPE-ZIP to the ws_world:world_citiesrequest, as in this example (replace the ws_world:world_cities with ur workspace and layer)

http://hostname.com/geoserver/ws_world/ows?service=WFS&version=1.0.0&request=GetFeature&typeName=ws_world:world_cities&maxfeatures=50&outputformat=SHAPE-ZIP

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