title: Python urllib urlretrieve behind proxy
body: <p>I looked into the documentation of urllib but all I could find on proxies was related to urlopen. However, I want to download a PDF from a given URL and store it locally but using a certain proxy server. My approach so far which did not work:</p>
  
  <pre><code>import urllib2
  
  proxies = {'http': 'http://123.96.220.2:81'}
  opener = urllib2.FancyURLopener(proxies)
  download = opener.urlretrieve(URL, file_name)
  </code></pre>
  
  <p>The error is <code>AttributeError: FancyURLopener instance has no attribute 'urlretrieve'</code></p>