iTunes Connect API
Following up on gavi's answer: if you download & decompile the Autoingestion class you can see the API that Apple use for sales downloads.
It consists of a POST to https://reportingitc.apple.com/autoingestion.tft with the form values: USERNAME, PASSWORD, VNDNUMBER, TYPEOFREPORT, DATETYPE, REPORTTYPE, REPORTDATE. Refer to the PDF for details of the parameters
The response will contain the header 'ERRORMSG' if there's an error, and the header 'filename' if there's a body (presumably Apple developers don't know about Content-Disposition or 4xx/5xx status codes). The body of the response contains the file data.
Update 11/02/2018
On November/18, Apple finally released the Appstore Connect REST API. Referencing the Apple description:
TestFlight. Manage beta builds of your app, testers, and groups.
Users and Access. Send invitations for users to join your team. Adjust their level of access or remove users.
Reporting. Download sales and financial reports.
Update 10/03/2018
Good news on this one: on 2018 WWDC, Apple announced the Appstore Connect API - where you'll be able to access almost everything related to your Appstore Connect management. You can see two related talks here and here.
The only curious thing is that its release date was supposed to be late this summer - so it's probably delayed. Nonetheless we should be able to see a release soon.
Update 8/18/2016
Official Reporter tool from Apple
https://help.apple.com/itc/appsreporterguide/#/
iTunes finally released an auto download tool as noted in the PDF
http://www.apple.com/itunesnews/docs/AppStoreReportingInstructions.pdf
Here is the class file
http://www.apple.com/itunesnews/docs/Autoingestion.class.zip
For everything non-sales related, you might want to check out the unoffical documentation of the iTunes Connect JSON API: https://github.com/fastlane/itc-api-docs
Update: There is now a Ruby implementation of both the iTunes Connect API and the Apple Developer API available: https://github.com/fastlane/fastlane/tree/master/spaceship
There's no API for iTunes connect, the only way you can access the information is through the web or with a program that scrapes the web pages. If you want to create something in Objective-C, download AppSales from github, it's an iPhone app which downloads financial reports from ITC (or maybe itts). You can download it and install it on your iPhone if you have an Apple developer account. You can look through their code and see how they scrape the daily and weekly reports (hint: it's ugly).
http://github.com/omz/AppSales-Mobile
Note that if you try to create an iPhone app to do this, Apple will reject it. It breaks the rule about "No public API". Other people have tried this and been rejected.
If you're just looking for software to do this on your computer, I'd highly recommend AppViz
http://www.ideaswarm.com/products/appviz/
Here's a nice post which compares these and more apps:
http://www.markj.net/sales-stats-tools-for-iphone-apps/