There is a new splunkbase app called "importutil". It lets you import csv files (or any input) from an http url via the splunk search command line. Also works for ftp. sftp is experimental.
http://splunk-base.splunk.com/apps/69078/importutil
Here is an ftp example. Pulling from the bureau of labor stats:
|importutil ftp ftp://ftp.bls.gov/pub/time.series/ce/ce.data.102.WeeklyEarningsHist
| multikv
| table series_id, year, period, value, footnote_codes
Here is an example that imports data from the federal reserve economic data website:
|importutil http http://research.stlouisfed.org/fred2/data/PAYEMS.csv
| multikv
| table DATE, VALUE
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