requests_cookie_save.py

import pickle
def save_cookies(requests_cookiejar, filename):
    with open(filename, 'wb') as f:
        pickle.dump(requests_cookiejar, f)

def load_cookies(filename):
    with open(filename, 'rb') as f:
        return pickle.load(f)

#save cookies
r = requests.get(url)
save_cookies(r.cookies, filename)

#load cookies and do a request
requests.get(url, cookies=load_cookies(filename))
If you want to save your cookies in human-readable format, you have to do some work to extract the RequestsCookieJar to a LWPCookieJar.

import cookielib
def save_cookies_lwp(cookiejar, filename):
    lwp_cookiejar = cookielib.LWPCookieJar()
    for c in cookiejar:
        args = dict(vars(c).items())
        args['rest'] = args['_rest']
        del args['_rest']
        c = cookielib.Cookie(**args)
        lwp_cookiejar.set_cookie(c)
    lwp_cookiejar.save(filename, ignore_discard=True)

def load_cookies_from_lwp(filename):
    lwp_cookiejar = cookielib.LWPCookieJar()
    lwp_cookiejar.load(filename, ignore_discard=True)
    return lwp_cookiejar

#save human-readable
r = requests.get(url)
save_cookies_lwp(r.cookies, filename)

#you can pass a LWPCookieJar directly to requests
requests.get(url, cookies=load_cookies_from_lwp(filename))

requests_cookie_serialization.py

import requests, requests.utils, pickle
session = requests.session()
# Make some calls
with open('somefile', 'w') as f:
    pickle.dump(requests.utils.dict_from_cookiejar(session.cookies), f)

#Loading is then :

with open('somefile') as f:
    cookies = cookiejar_from_dict(pickle.load(f))
    session = requests.session(cookies=cookies)