There are a bunch of files online "http://fake.url/334.pdf", "http://fake.url/5536.pdf" and "http://fake.url/2.pdf", say. I want to save them to my machine as "/foo/natasha.pdf", "/foo/wombat.pdf" and "/foo/tau.pdf" (where the directory "foo" does not yet exist).

Priority is the renaming, directory placement is simple enough after the fact.

Turning to wget's man, I find:

-O file
--output-document=file
The documents will not be written to the appropriate files, but all will be concatenated together and written to file. ...
I do not want to concatenate several files, but to simply rename them as I go, keeping them in separate files.

Is this sort of "Save As..." unsupported by wget, in which case I should use some sort of script that combines wget with other tools?

Or can I put a new -O file after every file to get these results I want?

Is there another approach I'm missing?

Thanks in advance for any suggestions you have!