You could always launch tmux, start it wget <url>, detach with C-b d. And come back a later time and reattach with tmux a.
But what if you don’t plan on keeping your computer turned on, and you don’t have a server around? Like if you needed a single bios update file from this insanely huge bundle of all intel motherboard bios updates and downloads++ previously on intel.com - that they for some reason pulled from their web site1?
Just cancel it with C-c. And restart it later from the same directory you started downloading it to, with the -c flag
wget -c <url>
Great stuff.