I have noticed that urllib2 will always send the 'connection: close' in the headers, looking at the code there is no way to override this from outside of the open method.

 I am currently working with a server that kills connection upon reading the header, and content will not get served, or only a partial bit of the content gets served, I have tried with several other agents, all are able to download the full content served by the server.

I created a modified version without the 'connection: close' header and that solved the problem for me. I do not always have problems with that header, but I would like the ability to define my own headers, and since the connection: close header gets slapped inside an objects internal method, there is currently no other way I can bypass it.