I seem to recall that there was a setting in the member group management section where I could choose whether guests could download attachments, but I can't find it.

Has it been removed or is it a setting which can be adjusted on a "per forum" basis? 

Yes, you can get to this by editing permissions for the member group on a per-forum basis. 

Look at the first screenshot here: 

 

Click the lock icon.  It's in there.

Thanks Paul! 👍

It's a feature I used to use a while ago and had forgotten about it! 

Thanks Square Wheels! 👍