我相信你可以这样做:

import urllib2

proxy = urllib2.ProxyHandler({'http': '123.96.220.2:81'})
opener = urllib2.build_opener(proxy)
urllib2.install_opener(opener)

with open('filename','wb') as f:
    f.write(urllib2.urlopen(URL).read())
    f.close()

因为 urllib2 没有 urlretrieve你可以使用 urlopen 来获得同样的效果

since urllib2 doesnt have urlretrieve you can just use urlopen to get the same effect

你一定把文档搞糊涂了，因为 urllib2 也没有 FancyURLopener 这就是你收到错误的原因

you must have got the docs confused becuase urllib2 also doesnt have FancyURLopener thats why youre getting the error

urllib2 在处理代理等时要好得多

urllib2 is much better when handling proxies and such

有关更多信息，请查看此处Urllib2 文档

for more info look here Urllib2 Docs