Powershell V4 One-liner:
(iwr http://blog.stackexchange.com/).Content >index.html or
(iwr http://demo.mediacore.tv/files/31266.mp4).Content >video.mp4
This is basically Warren's (awesome) V3 one-liner (thanks for this!) - with just a tiny change in order to make it work in a V4 Powershell.
Warren's one-liner - which simply uses
wget rather than
iwr - should still work for V3 (At least, I guess; didn't tested it, though). Anyway. But when trying to execute it in a V4 Powershell (as I tried), you'll see PS failing to resolve
wget as a valid Cmdlet/program.
For those interested, that is - as I picked up from Bob's comment in reply to the accepted answer (thanks, man!) - because as of PS V4,
curl are aliased to
Invoke-WebRequest, set to
iwr by default. Thus,
wget can not be resolved (as well as
curl can not work here).