Simple audio file extractor solely made to extract files from "The Lunduke Show's" RSS feed.

lndkrss.py

from collections import namedtuple
from urllib.request import urlopen, URLError
from xml.etree import ElementTree
import os

REPLACE_DELIM = '_'
POSIX_ILLEGAL = '/'
WINNT_ILLEGAL   = '<>:"/\\|?*'

def to_compat(filename: str, delimeter: str) -> str:
    """
    Checks for the filename is legal or not according to
    the Host OS standard, if string contains reserved
    characters then all the occurences is replaced with
    the delimeter specified (delimeter shouldn't be a
    illegal character).
    """
    if os.name == "nt":
        return ''.join(map(
                lambda c: delimeter if c in WINNT_ILLEGAL else c,
            filename))
    
    elif os.name == "posix":
        return filename.replace(POSIX_ILLEGAL, delimeter)

def save_file(filename: str, data: bytes):
    """
    Saves a buffer of octets into a file (the filename
    should be a legal convention according to the OS
    specifcation).
    """
    dest_file = open(filename, 'wb')

    dest_file.write(filename)
    dest_file.flush(); dest_file.close()

# The feed features MP3 audio podcasts (about linux and its surrounding stuff).
# It holds XML data that stores information about every podcast and the
# feed itself. But, we only focus on retrieving audio files.
mp3rss_feed = ElementTree.fromstring(urlopen('http://vault.lunduke.com/LundukeShowMP3.xml').read())

# Iterate over each podcast and save them to the correspoding
# file according to the title of the podcast.
for podcast in mp3rss_feed.iter('item'):
    dest_file = to_compat(podcast.find('title').text, REPLACE_DELIM) + '.mp3'

    print(
        "- %(title)s (%(duration)s)"
        "   to %(dest_file)s" %
        {
            'duration': podcast.find('itunes:duration').text,
            'title': podcast.find('title').text,
            'dest_file': dest_file
        }
    )

    save_file(
        dest_file,
        urlopen(podcast.find('link').text).read()
    )

I don't know whether is it compatible with other feeds or not, so it's up to you to incorporate it to your project.