TextMate HTML output windows are capable of running shell command on your machine through javascript.

If you have a url with files to download, you can use javascript to call a shell script on the TextMate users machine that will download the file and load them up in TextMate and do whatever else you want.

You could even have the script recreated each time you view that page via the same technique so you'd have the whole thing centralized and auto-updating.

that's a really cool idea you have there, do share your results if you can.