To add to @brien answer, as stated in the docs:
In general, however, you should use a pattern like this to save what is being streamed to a file:
r = requests.get('https://yourweb.com', stream=True)
with open(filename, 'wb') as fd:
for chunk in r.iter_content(chunk_size=128):
fd.write(chunk)
Using Response.iter_content will handle a lot of what you would otherwise have to handle when using Response.raw directly. When streaming a download, the above is the preferred and recommended way to retrieve the content. Note that chunk_size can be freely adjusted to a number that may better fit your use cases.
That pattern not only has the advantages described above, but is also a good to fetch data in environments with limited memory.