I know they must be thousands of programs to do this, but just thought i would give it a try. Its pretty easy. I will keep editing this as and when I improve my regular expression to do this.
import urllib as ul
import BeautifulSoup as bs
myFile = ul.urlopen(http://www.sfbay.craigslist.org/roo/)
soup = bs.BeautifulSoup(myFile)
for anchor in soup.findAll(a):
myString = str(anchor)