How can I download a file from Heroku bash?

If you manage to create the file from heroku run bash, you could use transfer.sh.

You can even encrypt the file before you transfer it.

cat <file_name> | gpg -ac -o- | curl -X PUT -T "-" https://transfer.sh/<file_name>.gpg

And then download and decrypt it on the target machine

curl https://transfer.sh/<hash>/<file_name>.gpg | gpg -o- > <file_name>

There is heroku ps:copy:

#$ heroku help ps:copy 
Copy a file from a dyno to the local filesystem

USAGE
  $ heroku ps:copy FILE

OPTIONS
  -a, --app=app        (required) app to run command against
  -d, --dyno=dyno      specify the dyno to connect to
  -o, --output=output  the name of the output file
  -r, --remote=remote  git remote of app to use

DESCRIPTION
  Example:

       $ heroku ps:copy FILENAME --app murmuring-headland-14719

Example run:

#$ heroku ps:copy app.json --app=app-example-prod --output=app.json.from-heroku
Copying app.json to app.json.from-heroku
Establishing credentials... done
Connecting to web.1 on ⬢ app-example-prod... 
Downloading... ████████████████████████▏  100% 00:00 

Caveat

This seems not to run with dynos that are run via heroku run.

Example

#$ heroku ps:copy tmp/some.log --app app-example-prod --dyno run.6039 --output=tmp/some.heroku.log
Copying tmp/some.log to tmp/some.heroku.log
Establishing credentials... error
 ▸    Could not connect to dyno!
 ▸    Check if the dyno is running with `heroku ps'

It is! Prove:

#$ heroku ps --app app-example-prod
=== run: one-off processes (1)
run.6039 (Standard-1X): up 2019/08/29 12:09:13 +0200 (~ 16m ago): bash

=== web (Standard-2X): elixir --sname dyno -S mix phx.server --no-compile (2)
web.1: up 2019/08/29 10:41:35 +0200 (~ 1h ago)
web.2: up 2019/08/29 10:41:39 +0200 (~ 1h ago)

I could connect to web.1 though:

#$ heroku ps:copy tmp/some.log --app app-example-prod --dyno web.1 --output=tmp/some.heroku.log
Copying tmp/some.log to tmp/some.heroku.log
Establishing credentials... done
Connecting to web.1 on ⬢ app-example-prod... 
 ▸    ERROR: Could not transfer the file!
 ▸    Make sure the filename is correct.

So I fallen back to using SCP scp -P PORT tmp/some.log user@host:/path/some.heroku.log from the run.6039 dyno command line.