getlinks.py

import requests
from bs4 import BeautifulSoup as bs
with open('file.txt', 'w') as f:
    r = requests.get('http://cnn.com')
    soup = bs(r.content, 'lxml')
    headings = soup.find_all('a')
    for h in headings:
        f.write("{}\n".format(h))