There is a way to do it "manually" - although wouldn't recommend if the species has alot of complete genomes.
For example, Escherichia coli O157:H7, which has the NCBI taxonomy ID: 83334
Click on the "Nucleotide" - "Subtree links" in the Entrez Records to view all nucleotide sequences assigned to this taxon (and all the taxon's children - thats what the subtree links means - direct links would just give you all the sequences of this taxon but not its children as well).
This will take you to the NCBI Nucleotide database, with all the Escherichia coli O157:H7 nucleotide sequences dispalyed:
You want only complete genomes, so add "Complete Genome" in the entry title into the search criteria:
A quick way to do all the above, is find the taxon ID for your species, go to NCBI nucleotide, and type in "txid83334[Organism:exp] AND (complete genome [Title])" into the search - replacing the 83334 with whatever taxon ID you need.
This will return (as of Nov 2016) 41 complete genomes for the taxon 83334, then on the top right click "Summary", and select "Genbank (full)", then on the top left click "Send", and "Complete Record", to "File", and select what format you want e.g. "Genbank (full)", or "XML".
This will give you all complete genomes of a taxon/species - not necessarily one per strain.