I have looked through the documentation and don't see this addressed, but since some of you seem to have knowledge of undocumented features, I thought I'd ask. There is a zip file at http://www.retrosheet.org/gamelogs/gl2015.zip. It extracts to a single file, GL2015.TXT (even though it's a CSV).
I want to get this into a Dataset. If I unzip the file and place it on my hard drive somewhere then this works (where retfor is a list containing the types of each column in the dataset):
gl15 = SemanticImport["/GL2015.TXT", retfor, "Dataset"]
I'd like to be able to read the zip file directly from the website and not download and extract it to my hard drive. With Import you can use the following:
gl15 = Import["http://www.retrosheet.org/gamelogs/gl2015.zip","*"]