This occured to me earlier this year, when trying to download from a redhat.com server:

$ wget --version | head -1
GNU Wget 1.12 built on darwin10.2.0.
$ wget http://www.redhat.com/archives/ext3-users/2009-August.txt.gz
--2009-11-16 00:03:34--  http://www.redhat.com/archives/ext3-users/2009-August.txt.gz
Resolving www.redhat.com (www.redhat.com)... 96.7.144.112
Connecting to www.redhat.com (www.redhat.com)|96.7.144.112|:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: 3284 (3.2K) [application/x-gzip]
Saving to: “2009-August.txt.gz”
2009-11-16 00:03:34 (60.2 MB/s) - Connection closed at byte 3283. Retrying.

And yes, it would retry to download and will eventually grab the whole file - but the result was always corrupt. Luckily, this happened to others as well and now the download from these redhat.com archives succeed when --header "Accept-Encoding: gzip" is added to wget :-)