diff --git a/.azure-pipelines.yml b/.azure-pipelines.yml
index dc65525..df24826 100644
--- a/.azure-pipelines.yml
+++ b/.azure-pipelines.yml
@@ -83,6 +83,10 @@ jobs:
       Python37:
         python.version: '3.7'
         PYTHON: '3.7'
+      Python37-optional:
+        python.version: '3.7'
+        PYTHON: '3.7'
+        CONDA_INSTALL_EXTRA: "codecov tqdm"
       Python36:
         python.version: '3.6'
         PYTHON: '3.6'
@@ -177,6 +181,10 @@ jobs:
       Python37:
         python.version: '3.7'
         PYTHON: '3.7'
+      Python37-optional:
+        python.version: '3.7'
+        PYTHON: '3.7'
+        CONDA_INSTALL_EXTRA: "codecov tqdm"
       Python36:
         python.version: '3.6'
         PYTHON: '3.6'
diff --git a/.travis.yml b/.travis.yml
index c2cbcfc..5ae62c7 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -38,6 +38,11 @@ matrix:
           os: linux
           env:
               - PYTHON=3.7
+        - name: "Linux - Python 3.7 [optional]"
+          os: linux
+          env:
+              - PYTHON=3.7
+              - CONDA_INSTALL_EXTRA="codecov tqdm"
         - name: "Linux - Python 3.6"
           os: linux
           env:
diff --git a/doc/install.rst b/doc/install.rst
index a13ec63..623eb20 100644
--- a/doc/install.rst
+++ b/doc/install.rst
@@ -25,10 +25,17 @@ doesn't interfere with any other Python installations in your system.
 Dependencies
 ------------
 
+Required:
+
 * `requests <http://docs.python-requests.org/>`__
 * `packaging <https://github.com/pypa/packaging>`__
 * `appdirs <https://github.com/ActiveState/appdirs>`__
 
+Optional:
+
+* `tqdm <https://github.com/tqdm/tqdm>`__: Required to print a download progress bar
+  (see :class:`pooch.HTTPDownloader`).
+
 The following are only required for Python 2.7:
 
 * `pathlib <https://pypi.org/project/pathlib/>`__
diff --git a/doc/usage.rst b/doc/usage.rst
index 8b05c45..14e5501 100644
--- a/doc/usage.rst
+++ b/doc/usage.rst
@@ -404,6 +404,38 @@ redirected from the original download URL in the :class:`~pooch.Pooch` registry:
         return data
 
 
+Printing a download progress bar
+--------------------------------
+
+The :class:`~pooch.HTTPDownloader` can use `tqdm <https://github.com/tqdm/tqdm>`__ to
+print a download progress bar. This is turned off by default but can be enabled using:
+
+.. code:: python
+
+    from pooch import HTTPDownloader
+
+
+    def fetch_large_data():
+        """
+        Fetch a large file from a server and print a progress bar.
+        """
+        download = HTTPDownloader(progressbar=True)
+        fname = GOODBOY.fetch("large-data-file.h5", downloader=download)
+        data = h5py.File(fname, "r")
+        return data
+
+The resulting progress bar will be printed to stderr and should look something like
+this:
+
+.. code::
+
+    100%|█████████████████████████████████████████| 336/336 [...]
+
+.. note::
+    
+    ``tqdm`` is not installed by default with Pooch. You will have to install it
+    separately in order to use this feature.
+
 So you have 1000 data files
 ---------------------------
 
diff --git a/pooch/core.py b/pooch/core.py
index 7fd27f6..820de66 100644
--- a/pooch/core.py
+++ b/pooch/core.py
@@ -247,7 +247,8 @@ class Pooch:
         Custom file downloaders can be provided through the *downloader* argument. By
         default, files are downloaded over HTTP. If the server for a given file requires
         authentication (username and password) or if the file is served over FTP, use
-        custom downloaders that support these features. See below for details.
+        custom downloaders that support these features. Downloaders can also be used to
+        print custom messages (like a progress bar), etc. See below for details.
 
         Parameters
         ----------
@@ -328,6 +329,16 @@ class Pooch:
             authdownload = HTTPDownloader(auth=(username, password))
             mypooch.fetch("some-data-file.txt", downloader=authdownload)
 
+        **Progress bar** for the download can be printed by :class:`pooch.HTTPDownloader`
+        by passing the argument ``progressbar=True``:
+
+        .. code:: python
+
+            progress_download = HTTPDownloader(progressbar=True)
+            mypooch.fetch("some-data-file.txt", downloader=progress_download)
+            # Will print a progress bar to standard error like:
+            # 100%|█████████████████████████████████████████| 336/336 [...]
+
         """
         self._assert_file_in_registry(fname)
 
diff --git a/pooch/downloaders.py b/pooch/downloaders.py
index e9e7fbd..42b9e74 100644
--- a/pooch/downloaders.py
+++ b/pooch/downloaders.py
@@ -2,9 +2,15 @@
 Download hooks for Pooch.fetch
 """
 from __future__ import print_function
+import sys
 
 import requests
 
+try:
+    from tqdm import tqdm
+except ImportError:
+    tqdm = None
+
 
 class HTTPDownloader:  # pylint: disable=too-few-public-methods
     """
@@ -14,10 +20,16 @@ class HTTPDownloader:  # pylint: disable=too-few-public-methods
     :mod:`requests` library to manage downloads.
 
     Use with :meth:`pooch.Pooch.fetch` to customize the download of files (for example,
-    to use authentication).
+    to use authentication or print a progress bar).
 
     Parameters
     ----------
+    progressbar : bool
+        If True, will print a progress bar of the download to standard error (stderr).
+        Requires `tqdm <https://github.com/tqdm/tqdm>`__ to be installed.
+    chunk_size : int
+        Files are streamed *chunk_size* bytes at a time instead of loading everything
+        into memory at one. Usually doesn't need to be changed.
     **kwargs
         All keyword arguments given when creating an instance of this class will be
         passed to :func:`requests.get`.
@@ -73,8 +85,12 @@ class HTTPDownloader:  # pylint: disable=too-few-public-methods
 
     """
 
-    def __init__(self, **kwargs):
+    def __init__(self, progressbar=False, chunk_size=1024, **kwargs):
         self.kwargs = kwargs
+        self.progressbar = progressbar
+        self.chunk_size = chunk_size
+        if self.progressbar and tqdm is None:
+            raise ValueError("Missing package 'tqdm' required for progress bars.")
 
     def __call__(self, url, output_file, pooch):
         """
@@ -100,9 +116,37 @@ class HTTPDownloader:  # pylint: disable=too-few-public-methods
         try:
             response = requests.get(url, **kwargs)
             response.raise_for_status()
-            for chunk in response.iter_content(chunk_size=1024):
+            content = response.iter_content(chunk_size=self.chunk_size)
+            if self.progressbar:
+                total = int(response.headers.get("content-length", 0))
+                # Need to use ascii characters on Windows because there isn't always
+                # full unicode support (see https://github.com/tqdm/tqdm/issues/454)
+                use_ascii = bool(sys.platform == "win32")
+                progress = tqdm(
+                    total=total,
+                    ncols=79,
+                    ascii=use_ascii,
+                    unit="B",
+                    unit_scale=True,
+                    leave=True,
+                )
+            for chunk in content:
                 if chunk:
                     output_file.write(chunk)
+                    output_file.flush()
+                    if self.progressbar:
+                        # Use the chunk size here because chunk may be much larger if
+                        # the data are decompressed by requests after reading (happens
+                        # with text files).
+                        progress.update(self.chunk_size)
+            # Make sure the progress bar gets filled even if the actual number is
+            # chunks is smaller than expected. This happens when streaming text files
+            # that are compressed by the server when sending (gzip). Binary files don't
+            # experience this.
+            if self.progressbar:
+                progress.reset()
+                progress.update(total)
+                progress.close()
         finally:
             if ispath:
                 output_file.close()

diff --git a/pooch/tests/test_core.py b/pooch/tests/test_core.py
index a6e9236..9da8de5 100644
--- a/pooch/tests/test_core.py
+++ b/pooch/tests/test_core.py
@@ -14,6 +14,11 @@ import warnings
 
 import pytest
 
+try:
+    import tqdm
+except ImportError:
+    tqdm = None
+
 from .. import Pooch, create
 from ..utils import file_hash
 from ..downloaders import HTTPDownloader
@@ -256,7 +261,7 @@ def test_check_availability():
     assert not pup.is_available("not-a-real-data-file.txt")
 
 
-def test_downloader():
+def test_downloader(capsys):
     "Setup a downloader function for fetch"
 
     def download(url, output_file, pup):  # pylint: disable=unused-argument
@@ -275,9 +280,41 @@ def test_downloader():
             assert all(issubclass(w.category, UserWarning) for w in warn)
             assert str(warn[-2].message).split()[0] == "Downloading"
             assert str(warn[-1].message) == "downloader executed"
+        # Read stderr and make sure no progress bar was printed by default
+        assert not capsys.readouterr().err
         # Check that the downloaded file has the right content
         check_large_data(fname)
         # Check that no warnings happen when not downloading
         with warnings.catch_warnings(record=True) as warn:
             fname = pup.fetch("large-data.txt")
             assert not warn
+
+
+@pytest.mark.skipif(tqdm is not None, reason="tqdm must be missing")
+def test_downloader_progressbar_fails():
+    "Make sure an error is raised if trying to use progressbar without tqdm"
+    with pytest.raises(ValueError):
+        HTTPDownloader(progressbar=True)
+
+
+@pytest.mark.skipif(tqdm is None, reason="requires tqdm")
+def test_downloader_progressbar(capsys):
+    "Setup a downloader function that prints a progress bar for fetch"
+    download = HTTPDownloader(progressbar=True)
+    with TemporaryDirectory() as local_store:
+        path = Path(local_store)
+        # Setup a pooch in a temp dir
+        pup = Pooch(path=path, base_url=BASEURL, registry=REGISTRY)
+        fname = pup.fetch("large-data.txt", downloader=download)
+        # Read stderr and make sure the progress bar is printed only when told to
+        captured = capsys.readouterr()
+        printed = captured.err.split("\r")[-1].strip()
+        assert len(printed) == 79
+        if sys.platform == "win32":
+            progress = "100%|####################"
+        else:
+            progress = "100%|████████████████████"
+        # The bar size is not always the same so we can't reliably test the whole bar.
+        assert printed[:25] == progress
+        # Check that the downloaded file has the right content
+        check_large_data(fname)

Add progress bar for downloads
**Description of the desired feature**

Add a progress bar for downloads using, say, [tqdm](https://github.com/tqdm/tqdm) or [python-progressbar](https://github.com/WoLpH/python-progressbar).
Getting this level of feedback is nice especially if you're on a slow connection.

Currently pooch issues a warning when something is being downloaded.
This is useful feedback because the dataset will be only be downloaded the first time you fetch it.
If there's more than one way to provide feedback, some changes to the API might be necessary to specify which one.

**Are you willing to help implement and maintain this feature?** Yes
pooch/tests/test_core.py::test_downloader_progressbar_fails
pooch/tests/test_core.py::test_pooch_local pooch/tests/test_core.py::test_pooch_file_not_in_registry pooch/tests/test_core.py::test_pooch_load_registry pooch/tests/test_core.py::test_pooch_load_registry_custom_url pooch/tests/test_core.py::test_pooch_load_registry_invalid_line pooch/tests/test_core.py::test_create_makedirs_permissionerror pooch/tests/test_core.py::test_create_newfile_permissionerror