import urllib2
opener = urllib2.build_opener()
opener.addheaders.append(('Cookie', 'cookiename=cookievalue'))
f = opener.open("http://example.com/")
See urllib2 examples for other ways how to add HTTP headers to your request.
There are more ways how to handle cookies. Some modules like cookielib try to behave like web browser - remember what cookies did you get previously and automatically send them again in following requests.
Maybe using cookielib.CookieJar can help you. For instance when posting to a page containing a form:
import urllib2
import urllib
from cookielib import CookieJar
cj = CookieJar()
opener = urllib2.build_opener(urllib2.HTTPCookieProcessor(cj))
# input-type values from the html form
formdata = { "username" : username, "password": password, "form-id" : "1234" }
data_encoded = urllib.urlencode(formdata)
response = opener.open("https://page.com/login.php", data_encoded)
content = response.read()
EDIT:
After Piotr's comment I'll elaborate a bit. From the docs:
The CookieJar class stores HTTP cookies. It extracts cookies from HTTP
requests, and returns them in HTTP responses. CookieJar instances
automatically expire contained cookies when necessary. Subclasses are
also responsible for storing and retrieving cookies from a file or
database.
So whatever requests you make with your CookieJar instance, all cookies will be handled automagically. Kinda like your browser does :)
I can only speak from my own experience and my 99% use-case for cookies is to receive a cookie and then need to send it with all subsequent requests in that session.
The code above handles just that, and it does so transparently.
You might want to take a look at the excellent HTTP Python library called Requests. It makes every task involving HTTP a bit easier than urllib2. From Cookies section of quickstart guide:
To send your own cookies to the server, you can use the cookies parameter:
>>> cookies = dict(cookies_are='working')
>>> r = requests.get('http://httpbin.org/cookies', cookies=cookies)
>>> r.text
'{"cookies": {"cookies_are": "working"}}'