Проверьте код состояния urllib Open

import urllib2

req = urllib2.Request('http://www.python.org/fish.html')
try:
    resp = urllib2.urlopen(req)
except urllib2.HTTPError as e:
    if e.code == 404:
        # do something...
    else:
        # ...
except urllib2.URLError as e:
    # Not an HTTP-specific error (e.g. connection refused)
    # ...
else:
    # 200
    body = resp.read()
Jolly Jackal