Вы также можете использовать shutil :
import shutil
try:
from urllib.request import urlopen # Python 3
except ImportError:
from urllib2 import urlopen # Python 2
def get_large_file(url, file, length=16*1024):
req = urlopen(url)
with open(file, 'wb') as fp:
shutil.copyfileobj(req, fp, length)