How to download directly to a file?

[kj]

I want to send a POST request and have the returned content put
directly into a file.  Is there a way to do this easily in Python?
I've been looking at the documentation for urllib2, but I can't
see a direct way to do this, other than saving the returned contents
to an in-memory variable and writing out the variable to a file.
But this is precisely what I'd like to avoid.

Thanks!

kynn