Hugging Face is the main place to download models. For instance, [here](https://huggingface.co/EleutherAI/gpt-j-6B/tree/main) you can find the files for the model gpt-j-6B.
The files that you need to download and put under `models/gpt-j-6B` are the json, txt, and pytorch*.bin files. The remaining files are not necessary.
[GPT-4chan](https://huggingface.co/ykilcher/gpt-4chan) has been shut down from Hugging Face, so you need to download it elsewhere. You have two options: