I didn’t know it was possible with curl to specify multiple files to download with one command. I probably did know at some point but forgot. That’s one benefit of aging, you can make the same happy little discoveries over and over again.

curl -O "https://az412801.vo.msecnd.net/vhd/IEKitV1_Final/VirtualBox/OSX/IE7_Vista/IE7.Vista.For.MacVirtualBox.part{1.sfx,2.rar,3.rar,4.rar,5.rar}”

This means you can do something like this:

$ for i in "file1.txt file2.txt file3.txt"
do
    curl -O http://address/${i}
done