Download a distant file and save it as a local managed file with drupal.

gistfile1.php

<?php

/**
 * Download a file to the destination and save it into drupal managed files.
 *
 * @param String $url
 *   The file to download URL.
 * @param String $destination
 *   The path where the file will be stored. Can be a drupal stream like 
 * "public://my_dowloads" for example.
 * @param array $existing
 *   (optionnal) A managed file used  to compare with the new downloaded file
 * and avoid to keep the same file twice. If the downloaded file have the same
 * filename than the managed one, the downloaded file will replace the managed
 * one if they are different.
 * 
 * @return array
 *   The managed file.
 * @throws MyModuleException
 */
function _MYMODULE_handle_file($url, $destination, $existing = NULL) {
  if (!file_prepare_directory($destination, FILE_CREATE_DIRECTORY | FILE_MODIFY_PERMISSIONS)) {
    throw new MyModuleException('Cannot prepare directory ' . $destination);
  }

  // Download file content.
  $data = @file_get_contents($url);
  if (empty($data)) {
    throw new MyModuleException('Cannot download the file ' . $url);
  }

  if (!empty($existing)) {
    $old_file = $existing['uri'];
    // If new file different from old one, replace it.
    if (md5_file($old_file) != md5($data) && file_unmanaged_save_data($data, $old_file, FILE_EXISTS_REPLACE)) {
      $existing['filemime'] = file_get_mimetype($existing['uri']);
      $file = file_save((object) $existing);
    }
    else {
      $file = (object) $existing;
    }
  }
  else {
    $filename = preg_replace('#^.*://[^/]*/(.*)$#', '$1', $url);
    $filename = str_replace('/', '-', $filename);
    if (module_exists('transliteration')) {
      $filename = transliteration_clean_filename($filename);
    }

    $file = file_save_data($data, $destination . '/' . $filename, FILE_EXISTS_RENAME);
  }

  // Save and return file.
  if (empty($file)) {
    throw new MyModuleException('Cannot save the file ' . $url);
  }
  $file->display = 1; // Fix issue with wrapper.
  return (array) $file;
}

class MyModuleException extends Exception {}