curl 5.0.0 is on CRAN A new major version of the curl package has been released to CRAN. This release both brings internal improvements as well as new user-facing functionality, in particular with respect to concurrent downloads. From the NEWS file:curl 5.0.0 - New function multi_download() which supports concurrent downloads and resuming download for large files, while giving detailed progress information.

rOpenSci specializes in creating R libraries for accessing data resources on the web from R. Most times you request data from the web in R with our packages, you should have no problem. However, you evenutally will run into problems. In addition, there are advanced things you can do modifying requests to web resources that fall in the advanced stuff category.