Are we making this change to the deprecated legacy interface urllib.request.URLopener().retrieve too? If so I would prefer adding below test since it also now throws IOError that used to return a result. I guess Python 2 also has urlretrieve which now forbids local_file

Note : urlretrieve was untested but documented that it used to throw NameError (https://bugs.python.org/issue36948) . Please also check Windows compatibility if urlretrieve tests have to be added since I mistakenly broke two Windows buildbots in the issue.

self.assertRaises(urllib.request.URLopener().rertrieve, url)

Sorry, my test was wrong. urlretrieve requires a file. Maybe above urlretrieve tests can be used to just check for local-file:// too? Change in behavior as below

Before PR :

cpython git:(master) ✗ touch /tmp/a.txt
cpython git:(master) ✗ ./python.exe -q
>>> import urllib.request
>>> urllib.request.URLopener().retrieve('local_file://localhost/tmp/a.txt')
sys:1: DeprecationWarning: URLopener style of invoking requests is deprecated. Use newer urlopen functions/methods
('/var/folders/2b/mhgtnnpx4z943t4cc9yvw4qw0000gn/T/tmpmx6km86p.txt', <email.message.Message object at 0x1066a2a00>)

After PR :

cpython git:(master) ✗ touch /tmp/a.txt
cpython git:(master) ✗ ./python.exe -q
>>> import urllib.request
>>> urllib.request.URLopener().retrieve('local_file://localhost/tmp/a.txt')
sys:1: DeprecationWarning: URLopener style of invoking requests is deprecated. Use newer urlopen functions/methods
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Users/karthikeyansingaravelan/stuff/python/cpython/Lib/urllib/request.py", line 1789, in retrieve
    fp = self.open(url, data)
  File "/Users/karthikeyansingaravelan/stuff/python/cpython/Lib/urllib/request.py", line 1752, in open
    return self.open_unknown(fullurl, data)
  File "/Users/karthikeyansingaravelan/stuff/python/cpython/Lib/urllib/request.py", line 1766, in open_unknown
    raise OSError('url error', 'unknown url type', type)
OSError: [Errno url error] unknown url type: 'local_file'

I didn't know URLopener().retrieve :-) My PR impacts it as well.

I added requested tests.