I have a script that fetches several web pages and parses the info.
(An example can be seen at http://bluedevilbooks.com/search/?DEPT=MATH&CLASS=103&SEC=01 )
Nowadays there is excellent Python lib that do this for you called requests.
Use standard api of requests if you want solution based on threads or async api (using gevent under the hood) if you want solution based on non-blocking IO.