There is a new splunkbase app called "importutil". It lets you import csv files (or any input) from an http url via the splunk search command line. Also works for ftp. sftp is experimental.
http://splunk-base.splunk.com/apps/69078/importutil
Here is an example that imports data from the federal reserve economic data website:
|importutil http http://research.stlouisfed.org/fred2/data/PAYEMS.csv
| multikv
| table DATE, VALUE
A custom input using a python/powershell script would do the trick. Have the script access the URL/csv file, loop each line to stdout.