Download a file from the Internet

Bash, 21 17 11 9 7 bytes

curl ai

Röda, 29 bytes

{saveResource"http://ai","a"}

This is an anonymous function that creates a file a containing the HTML code of http://ai.

MATL, 8 bytes

'v.ht'Xi

The URL provided to Xi (urlread) is prepended with http:// if it isn't already. Additionally the output of urlread contains the contents of the response and this is implicitly printed when the program exits.

Unfortunately this does not work for the online compilers since loading data from an arbitrary URL is disallowed in online-mode, so here's a GIF.