saving zip file

gistfile1.py

sess = requests.session()

# you may have other get/post requests before you can get to the download page for the file
url = 'https://example.com/report.zip'

# this may be different for you, i just copied this from an existing request (using fiddler)
file_headers = {
    'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8',
    'Accept-Language': 'en-US,en;q=0.8',
    'User-Agent': 'Mozilla/5.0 (compatible; MSIE 9.0; Windows NT 6.0; Trident/5.0)',
    'Host': 'example.com',
    'Accept-Encoding': 'gzip,deflate,sdch',
    'Connection': 'Keep-Alive',
    'Content-Type': 'application/octet-stream;charset=text/html;charset=UTF-8',
}

with open('report.zip', mode='wb') as handle:
    report_file = sess.get(url, headers=file_headers, prefetch=False, verify=False)
    handle.write(report_file.content)