Run gzserver on one machine, and gzclient on a different machine with an empty ~.gazebo/models directory.
gzclient will not download missing models.
related issue #732.
Might be the same issue we are having with worlds containing models from the online database - they are not downloaded.
Details here: http://answers.gazebosim.org/question/4399/turtlebot_gazebo-world-not-loading-models/
And here: https://github.com/turtlebot/turtlebot_simulator/issues/17
See pull request #723
Resolved in pull request #723