Saving the file to disk.1

import urllib2
import shutil

req = urllib2.urlopen(url)
with open(filename, 'wb') as f:
  shutil.copyfileobj(req, f)

Reading GZIP compressed CSV files:2

import csv
import gzip

with gzip.open(filename) as f:
  reader = csv.reader(f, quoting=csv.QUOTE_NONE)
  header = csv.next()
  for row in reader:
    entry = dict(zip(header, row))
    # ...