Javascript to track file downloads on Google analytics. This example takes a pdf link click and pushes the event to analytics with it's url. The setTimeout is there to give it a bit of time for the event tracking to occur before beginning the file download.

Track Files on Google Analytics

$(document).ready(function() {
    $("a[href$='pdf']").click(function(event){
        var href = $(this).attr('href');
        _gaq.push(['_trackEvent', 'Downloads', 'File Downloaded', href]);
        setTimeout(function() { window.location.href = href; }, 500 );
        return false;
    });
});