Sometimes you have to transfer data over dodgy links. And when you're transferring a large file this can hurt when it fails. So as explained elsewhere rsync can safe the day:
$ scp host:remote_file local_file
# now interrupt and resume with
$ rsync --partial --progress --rsh=ssh host:remote_file local_file
You need rsync on the remote server for this however. But usually that's not too much of a hurdle.