Curl to grab remote filename after following location
The remote side sends the filename using the Content-Disposition header.
curl 7.21.2 or newer does this automatically if you specify --remote-header-name / -J.
curl -O -J -L $url
If you have a recent version of curl (7.21.2 or later), see @jmanning2k's answer.
I you have an older version of curl (like 7.19.7 which came with Snow Leopard), do two requests: a HEAD to get the file name from response header, then a GET:
url="http://www.vim.org/scripts/download_script.php?src_id=10872"filename=$(curl -sI $url | grep -o -E 'filename=.*$' | sed -e 's/filename=//')curl -o $filename -L $url