This SQL CLR UDF will download data given a URL and return a VarBinary. Helpful in cases where you are moving binary objects from the database to some other location (in my case, Azure) with minimal impact.

DownloadUdf.cs

using System;
using System.Data;
using System.Data.SqlClient;
using System.Data.SqlTypes;
using Microsoft.SqlServer.Server;
using System.Net;

public partial class UserDefinedFunctions
{
    [Microsoft.SqlServer.Server.SqlFunction]
    public static SqlBytes Download(SqlString sqlUrl)
    {
        var url = sqlUrl.ToString();

        if (String.IsNullOrEmpty(url))
            return null;

        using (var webClient = new WebClient())
        {
            return new SqlBytes(webClient.DownloadData(url));
        }
    }
}