====== the archive way ======
You can grab an already made archive:
<code bash>
cd /tmp
ftp http://ftp.openbsd.org/pub/OpenBSD/$(uname -r)/ports.tar.gz
ftp http://ftp.openbsd.org/pub/OpenBSD/$(uname -r)/SHA256.sig
signify -Cp /etc/signify/openbsd-$(uname -r | cut -c 1,3)-base.pub -x SHA256.sig ports.tar.gz
su
cd /usr
tar xvzf /tmp/ports.tar.gz
</code>
And voila

====== the cvs way ======
You can also get the ports through cvs.
===== First time =====
The first time using:
<code bash>
cd /usr
cvs -qd anoncvs@anoncvs3.usa.openbsd.org:/cvs get -P ports
</code>

Grab a coffee 8-)
===== Update =====
Then upgrade it with:
<code bash>
cd /usr/ports
cvs -q up -Pd
</code>

====== references ======
  * http://www.openbsd.org/faq/faq15.html
  * http://www.openbsd.org/anoncvs.html
  * http://www.openbsd.org/faq/faq15.html#PortsFetch