Download and attach an external file. Skip if an attachment with that name already exists.

new_gist_file_0.php

<?php 
$url = "url to file";
$tmp = download_url( $url );

/* Does a file with this name already exist in the media library? */
$filename = remove_accents( preg_replace("/\\.[^.\\s]{3,4}$/", "", basename( $url ) ) );
global $wpdb;
$poststable = $wpdb->prefix . "posts";
$filename_exists = $wpdb->get_col( "SELECT post_name FROM $poststable WHERE post_name LIKE '$filename' AND post_type = 'attachment'" );

if( empty( $filename_exists ) ) {

    $file_array = array(
      'name' => basename( $url ),
      'tmp_name' => $tmp
    );
    // Check for download errors
    if ( is_wp_error( $tmp ) ) {
      @unlink( $file_array[ 'tmp_name' ] );
      return $tmp;
    }
    $image_id = media_handle_sideload( $file_array, $post_id );
    // Check for handle sideload errors.
    if ( is_wp_error( $image_id ) ) {
      @unlink( $file_array['tmp_name'] );
      return $image_id;
    }

    set_post_thumbnail( $current_post_id, $image_id );

}