Attempting to installing the Android SDK on a Linux server, for example your buildserver? This is an excellent guide on how to accomplish that. Following all the steps in this guides results in the SDK installing each and every SDK version available.

This webpage explains how to install only specific parts of the SDK. In short:

cd <your sdk folder>/tools
./android list sdk
./android update sdk -u -n -t 5,21

Where the numbers at the end of the last command are the numbers of the list in the output of the second command. The -n argument simulates the install, so you don’t actually download a few gigabytes of data accidentally. Run the command without -n to do the actual install.