In the 2020s and with recent versions of Maven (3.x), you should not need to worry about plugin version and repository URL anymore and be able to just do:

mvn dependency:get -Dartifact=group-id:artefact-id:version

Original answer

You could use the maven dependency plugin which has a nice dependency:get goal since version 2.1. No need for a pom, everything happens on the command line.

To make sure to find the dependency:get goal, you need to explicitly tell maven to use the version 2.1, i.e. you need to use the fully qualified name of the plugin, including the version:

mvn org.apache.maven.plugins:maven-dependency-plugin:2.1:get \
    -DrepoUrl=url \
    -Dartifact=groupId:artifactId:version

UPDATE: With older versions of Maven (prior to 2.1), it is possible to run dependency:get normally (without using the fully qualified name and version) by forcing your copy of maven to use a given version of a plugin.

This can be done as follows:

1. Add the following line within the <settings> element of your ~/.m2/settings.xml file:

<usePluginRegistry>true</usePluginRegistry>

2. Add the file ~/.m2/plugin-registry.xml with the following contents:

<?xml version="1.0" encoding="UTF-8"?>
<pluginRegistry xsi:schemaLocation="http://maven.apache.org/PLUGIN_REGISTRY/1.0.0 http://maven.apache.org/xsd/plugin-registry-1.0.0.xsd"
xmlns="http://maven.apache.org/PLUGIN_REGISTRY/1.0.0"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
  <plugins>
    <plugin>
      <groupId>org.apache.maven.plugins</groupId>
      <artifactId>maven-dependency-plugin</artifactId>
      <useVersion>2.1</useVersion>
      <rejectedVersions/>
    </plugin>
  </plugins>
</pluginRegistry>

But this doesn't seem to work anymore with maven 2.1/2.2. Actually, according to the Introduction to the Plugin Registry, features of the plugin-registry.xml have been redesigned (for portability) and the plugin registry is currently in a semi-dormant state within Maven 2. So I think we have to use the long name for now (when using the plugin without a pom, which is the idea behind dependency:get).

If the file is a Maven dependency, you could use the Maven Dependency Plugin which has a get goal.

For any file, you could use the Antrun plugin to call Ant's Get task.

Another option would be the maven-download-plugin, it has been precisely created to facilitate this kind of things. It's not very actively developed and the documentation only mentions an artifact goal that does exactly the same thing as dependency:get but.. If you look at the sources, you'll see that is has a WGet mojo that will do the job.

Use it like this in any POM:

Copy<plugin>
  <groupId>com.googlecode.maven-download-plugin</groupId>
  <artifactId>download-maven-plugin</artifactId>
  <version>1.3.0</version>
  <executions>
    <execution>
      <!-- the wget goal actually binds itself to this phase by default -->
      <phase>process-resources</phase>
      <goals>
        <goal>wget</goal>
      </goals>
      <configuration>
        <url>http://url/to/some/file</url>
        <outputFileName>foo.bar</outputFileName>
        <!-- default target location, just to demonstrate the parameter -->
        <outputDirectory>${project.build.directory}</outputDirectory>
      </configuration>
    </execution>
  </executions>
</plugin>

Key benefits of this plugin are caching of the download and checking against a signature, such as MD5.

Note that this answer has been heavily updated to reflect changes in the plugin as noted in the comments.