Python 2

Here is a more straightforward way if all you want to do is save it as a file:

import urllib

urllib.urlretrieve("http://www.digimouth.com/news/media/2011/09/google-logo.jpg", "local-filename.jpg")

The second argument is the local path where the file should be saved.

Python 3

As SergO suggested the code below should work with Python 3.

import urllib.request

urllib.request.urlretrieve("http://www.digimouth.com/news/media/2011/09/google-logo.jp