Python 2
Using urllib.urlretrieve
import urllib
urllib.urlretrieve("http://www.gunnerkrigg.com//comics/00000001.jpg", "00000001.jpg")
Python 3
Using urllib.request.urlretrieve (part of Python 3’s legacy interface, works exactly the same)
import urllib.request
urllib.request.urlretrieve("http://www.gunnerkrigg.com//comics/00000001.jpg", "00000001.jpg")