One of the most common patterns in my work is fetching large numbers of web resources, whether it's crawling sites directly or through REST APIs. Often the majority of the execution time is spent waiting for the HTTP request to make the round trip across the internet and return with the results. The obvious way to speed things up is to change from a synchronous 'call-wait-process' model where each call has to wait for the previous one to finish, to an asynchronous one where multiple calls can be in flight at once.
In PHP I ended up writing my own ParallelCurl class that provides a simple interface on top of that multi_curl complexity, letting you specify how many fetches to run in parallel and then just feed it URLs and callback functions. Recently though I've been moving away to using Python for longer-lived offline processing jobs, and since I couldn't find an equivalent to ParallelCurl I ported my PHP code over.
This is the result. You'll need to easy_install pycurl to use it and I'm a Python newbie so I'm sure there's ugliness in the code, but I'm really excited that one of the big barriers to migrating more of my code is now gone. Let me know how you get on with it.