I have found the useful BeatBox API. From my understanding we can use BeatBox to upload
Attachments to Salesforce. However, how can we mass download
Attachments via Python?
Here's a script I've written that downloads Salesforce Attachments and Documents: https://github.com/ekenigsberg/sfpy-fileexport-soap
It's adapted from an earlier (non-python) Windows script I wrote: http://bit.ly/aboutfileexporter
I peeked in the Beatbox code. This is very minimalistic module and I did not found any references to objects attachments. My recommendation is to user SFDC REST API. You'll need to authenticate via OAuth and get the following resource for object.
For both: OAuth and REST you'll find modules for python. You can also consider using pyCurl.