This plugin automatically downloads the first remote image from a post and sets it as the featured image.

Fernan Díez

Auto Save Remote Images (Drafts)

WordPress plugin for downloading automatically first remote image from a post and setting it as a featured image (when is saved as a draft or updated)

bightbv

Auto download by Michael Willems

Auto download is the easiest way to create automatic download links. Start a download from any page.

prebhdevsingh

The purpose of this plugin is very simple – when a post is published, it will fetch the first remote/external image that is referenced. The image that is retrieved is then attached to the post as the featured image. There are no settings to configure.
Please do not use this plugin to violate copyrights.
Sample uses: You maintain multiple blogs; copy paste the post contents from one blog to the other and this plugin will automatically save the first external image to the second blog. There is no need to re-upload images to multiple sites.
This plugin can also retrieve and save images from sites like Flickr, Facebook, Picasa, etc.

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