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I think it's only worth worrying about bad chunking that a)
has been observed in the wild (though not necessarily by us)
and b) popular browsers can cope with.

Greg: """If there is an error here, it's at EOF, so it's not
that big a deal."""

That's only if the response will be closed at the end of the
current transaction.  Quoting from 1411097:

"""if the connection will not close at the end of the
transaction, the behaviour should not change from what's
currently in SVN (we should not assume that the chunked
response has ended unless we see the proper terminating
CRLF)."""

Perhaps we don't need to be quite as strict as that, but the
point is that otherwise, how do we know the server hasn't
already sent that last CRLF, and that it will turn up in
three weeks' time?-)  If that happens, not sure exactly how
httplib will treat the CRLF and possible chunked encoding
trailers, but I suspect something bad happens.  Perhaps we
could just always close the connection in this case?

I'm not confident I know yet how best to fix these issues. 
I just tried reading curl's transfer.c and http_chunks.c.  I
discovered only that I have to be fully awake to read a 1200
line function :-/