You can only do this if you are connecting to a DNS server for the domain -and- AXFR is enabled for your IP address. This is the mechanism that secondary systems use to load a zone from the primary. In the old days, this was not restricted, but due to security concerns, most primary name servers have a whitelist of: secondary name servers + a couple special systems.
If the nameserver you are using allows this then you can use dig or nslookup.
For example:
#nslookup
>ls domain.com
NOTE: because nslookup is being deprecated for dig and other newere tools, some versions of nslookup do not support "ls", most notably Mac OS X's bundled version.
