Since PHP 5.1.0, file_put_contents() supports writing piece-by-piece by passing a stream-handle as the $data parameter:

file_put_contents("Tmpfile.zip", fopen("http://someurl/file.zip", 'r'));
From the manual:

If data [that is the second argument] is a stream resource, the remaining buffer of that stream will be copied to the specified file. This is similar with using stream_copy_to_stream().

(Thanks Hakre.)