Update: See Scott Hanselman's post for more info: CDNs fail, but your scripts don't have to - fallback from CDN to local jQuery
As web developers, we’re constantly having to work with files that are provided via URL. The simplest case is a web page source HTML, but there’s also XML config files, images, documents (PDF, PSD, DOCX, etc.). Usually we don’t think about it, because they’re linked in a web page, so we we do the right-click/save file, then open our editor and do the file/open/browse… where did I save it again… dance. If we remember to shift-right-click/copy as path trick, we think we’ve cheated the system just a bit.