I am using zsh with oh-my-zsh on Ubuntu:14.04.
The shell autocompletes escape character with backslash when I paste a URL.
For ex
I ended up at this answer but still could not understand why pasting a URL was escaping characters like & ? [ ] and causing my curl commands to fail.
The culprit (for me) was iTerm2 on Mac.
To disable the behavior, go into iTerm2 > Preferences > Profiles > Terminal and UNCHECK Terminal may enable paste bracketing.
Make sure you do this for the correct profile.