import os, requests

username = 'user'
password = 'pwd'

url = 'https://urs.earthdata.nasa.gov'
r = requests.get(url, auth=(username,password))
cookies = r.cookies

url2 = "https://e4ftl01.cr.usgs.gov/MOLA/MYD14A2.006/2017.10.24/MYD14A2.A2017297.h19v01.006.2017310142443.hdf"
r2 = requests.get(url2, cookies=r.cookies)