A tokenless wget script uses dos-line termination characters. This interferes with execution by /bin/sh on linux in two ways that are not easy to detect:

1. making the script executable doesn't work

  $ chmod u+x wget-download.txt.orig
  $ ./wget-download.txt.orig
  bash: ./wget-download.txt.orig: /bin/sh^M: bad interpreter: No such file or directory

2. sh flags a mysterious syntax error when invoked

  $ sh wget-download.txt.orig
  : not foundad.txt.orig: 5:
  wget-download.txt.orig: 10: Syntax error: "elif" unexpected (expecting "then")

This error is really difficult to detect because the script looks normal.