dynamic-import

I have a trusted remote server that stores many custom Python modules. I can fetch them via HTTP (e.g. using urllib2.urlopen) as text/plain, but I cannot save the fetched module code to the local hard disk. How can I import the code as a fully operable Python module, including its global variables and imports?
I suppose I have to use some combination of exec and imp module’s functions, but I’ve been unable to make it work yet.