Borrow what others have said from Issue11662.
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The Python urllib and urllib2 modules are typically used to fetch web
pages but by default also contains handlers for ftp:// and file:// URL
schemes.

Now unfortunately it appears that it is possible for a web server to
redirect (HTTP 302) a urllib request to any of the supported
schemes. Examples on how this could turn bad:

 1) File disclosure: A web application, that normally fetches and
 displays a web page, is redirected to file:///etc/passwd and
 discloses it.

 2) Denial of Service: An application is redirected to a system device
 (e.g. file:///dev/zero) which will result in excessive CPU/memory/disk
 usage.