worldbankexample.py

import urllib
import urllib2
# here i use json, but the api also support xml
import json

# for url parameter, just to make it look nice
param = urllib.urlencode({'api':'your api key','format':'json'})

# get population of malaysia
url = 'http://open.worldbank.org/countries/my/indicators/SP.POP.TOTL'

data = urllib2.urlopen(url+'?'+ param)
result = json.load(data)
# btw result[0] is the data on the pages etc, data start at index 1
print result[1]