Download video file from one server to another

Is there any way to download a video file from any server to my lamp (linux-apache-my开发者_Python百科sql-php) server using php?

I googled so much but couldn't find yet.

Back in the day I would use fopen() or I would use wget to download the file. Sometimes just leaving it to wget works really well because it requres you to program a lot less and has a lot of features built right into it.