Though I am only a student, in my experience, I have preferred CHM help files to online help files for the reason that I am not always around an internet connection, or have my connection limited to a very few number of sites. This has been my case with learning Python, and if it was not for the CHM documentation, I would not have been able to learn much of what I currently know.
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EricCHenry
@EricCHenry