The enclosed patch supports file attachment importing with wxr files.
If the 'Import attachments' box is checked on step 2 of the import (the Assign Authors page), the importer will attempt to download attachments from their original URLs to the uploads dir of the local server. I've used the existing upload handling functions as much as possible, with a few tweaks here and there, so correct error handling and capability checks should be enforced.
HTTP fetching is with an expanded version of the wp_get_http_headers() function. I also took the opportunity to remove some duplicate code in wp-admin/includes/file.php.
For now the new import code is in WP_Import, but my plan is to eventually move much of it into a base class so it can be reused by the other importers.
Unit tests are inhttp://svn.automattic.com/wordpress-tests/wp-testcase/ - see test_import_wp.php, test_includes_file.php and test_includes_functions.php.
