Continue Download with cURL
One of the most useful but least talked about utilities a developer has at their disposal is cURL.  The cURL command line utility has been so amazing that Chrome lets you copy requests as cURL from the developer tools Requests panel.  cURL lets you post form data, follow redirects, get response headers, determine redirect URL, check gzip encoding, and much more.
One more awesome feature that cURL has baked in is allowing the developer to continue interrupted downloads.  You can use cURL to download via the -O option:
curl -O https://davidwalsh.name
If that download gets interrupted, you can use the -C - addition to continue the download:
curl -C - -O https://davidwalsh.name
If you remember the 14k modem days, there was nothing worse than starting a download from scratch.  The internet speed is much faster these days but the average download has increased as well, so if you're using cURL, be sure to use this option to avoid fresh downloads!
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If you are using wget you can resume a broken download with
-cor--continueoption.