diff --git a/third-party/CMakeLists.txt b/third-party/CMakeLists.txt
index 2b41666c65..854a223e96 100644
--- a/third-party/CMakeLists.txt
+++ b/third-party/CMakeLists.txt
@@ -42,12 +42,28 @@ endif()
 
 include(ExternalProject)
 
+set(LIBUV_URL https://github.com/joyent/libuv/archive/v0.11.21.tar.gz)
+set(LIBUV_MD5 bc334c8da8618754ce9e2a4c5be73487)
+
+set(LUAJIT_URL http://luajit.org/download/LuaJIT-2.0.2.tar.gz)
+set(LUAJIT_MD5 112dfb82548b03377fbefbba2e0e3a5b)
+
+set(LUAROCKS_URL http://github.com/keplerproject/luarocks/archive/v2.1.2.tar.gz)
+set(LUAROCKS_MD5 df591c00a85d51fb754ec08c77896aad)
+
 if(USE_BUNDLED_LIBUV)
   ExternalProject_Add(libuv
     PREFIX ${DEPS_BUILD_DIR}
-    URL https://github.com/joyent/libuv/archive/v0.11.21.tar.gz
-    URL_MD5 bc334c8da8618754ce9e2a4c5be73487
+    URL ${LIBUV_URL}
+    URL_MD5 ${LIBUV_MD5}
     DOWNLOAD_DIR ${DEPS_DOWNLOAD_DIR}/libuv
+    DOWNLOAD_COMMAND ${CMAKE_COMMAND}
+      -DPREFIX=${DEPS_BUILD_DIR}
+      -DDOWNLOAD_DIR=${DEPS_DOWNLOAD_DIR}/libuv
+      -DURL=${LIBUV_URL}
+      -DEXPECTED_MD5=${LIBUV_MD5}
+      -DTARGET=libuv
+      -P ${CMAKE_CURRENT_SOURCE_DIR}/cmake/DownloadAndExtractFile.cmake
     CONFIGURE_COMMAND sh ${DEPS_BUILD_DIR}/src/libuv/autogen.sh &&
       ${DEPS_BUILD_DIR}/src/libuv/configure --with-pic --disable-shared
         --prefix=${DEPS_INSTALL_DIR} CC=${CMAKE_C_COMPILER}
@@ -58,9 +74,16 @@ endif()
 if(USE_BUNDLED_LUAJIT)
   ExternalProject_Add(luajit
     PREFIX ${DEPS_BUILD_DIR}
-    URL http://luajit.org/download/LuaJIT-2.0.2.tar.gz
-    URL_MD5 112dfb82548b03377fbefbba2e0e3a5b
+    URL ${LUAJIT_URL}
+    URL_MD5 ${LUAJIT_MD5}
     DOWNLOAD_DIR ${DEPS_DOWNLOAD_DIR}/luajit
+    DOWNLOAD_COMMAND ${CMAKE_COMMAND}
+      -DPREFIX=${DEPS_BUILD_DIR}
+      -DDOWNLOAD_DIR=${DEPS_DOWNLOAD_DIR}/luajit
+      -DURL=${LUAJIT_URL}
+      -DEXPECTED_MD5=${LUAJIT_MD5}
+      -DTARGET=luajit
+      -P ${CMAKE_CURRENT_SOURCE_DIR}/cmake/DownloadAndExtractFile.cmake
     CONFIGURE_COMMAND ""
     BUILD_IN_SOURCE 1
     BUILD_COMMAND ""
@@ -79,9 +102,16 @@ if(USE_BUNDLED_LUAROCKS)
   endif()
   ExternalProject_Add(luarocks
     PREFIX ${DEPS_BUILD_DIR}
-    URL http://github.com/keplerproject/luarocks/archive/v2.1.2.tar.gz
-    URL_MD5 df591c00a85d51fb754ec08c77896aad
+    URL ${LUAROCKS_URL}
+    URL_MD5 ${LUAROCKS_MD5}
     DOWNLOAD_DIR ${DEPS_DOWNLOAD_DIR}/luarocks
+    DOWNLOAD_COMMAND ${CMAKE_COMMAND}
+      -DPREFIX=${DEPS_BUILD_DIR}
+      -DDOWNLOAD_DIR=${DEPS_DOWNLOAD_DIR}/luarocks
+      -DURL=${LUAROCKS_URL}
+      -DEXPECTED_MD5=${LUAROCKS_MD5}
+      -DTARGET=luarocks
+      -P ${CMAKE_CURRENT_SOURCE_DIR}/cmake/DownloadAndExtractFile.cmake
     BUILD_IN_SOURCE 1
     CONFIGURE_COMMAND ${DEPS_BUILD_DIR}/src/luarocks/configure
       --prefix=${DEPS_INSTALL_DIR} --force-config ${LUAROCKS_OPTS}
diff --git a/third-party/cmake/DownloadAndExtractFile.cmake b/third-party/cmake/DownloadAndExtractFile.cmake
new file mode 100644
index 0000000000..e7a01b8a87
--- /dev/null
+++ b/third-party/cmake/DownloadAndExtractFile.cmake
@@ -0,0 +1,123 @@
+if(NOT DEFINED PREFIX)
+  message(FATAL_ERROR "PREFIX must be defined.")
+endif()
+
+if(NOT DEFINED URL)
+  message(FATAL_ERROR "URL must be defined.")
+endif()
+
+if(NOT DEFINED DOWNLOAD_DIR)
+  message(FATAL_ERROR "DOWNLOAD_DIR must be defined.")
+endif()
+
+if(NOT DEFINED EXPECTED_MD5)
+  message(FATAL_ERROR "EXPECTED_MD5 must be defined.")
+endif()
+
+if(NOT DEFINED TARGET)
+  message(FATAL_ERROR "TARGET must be defined.")
+endif()
+
+# Taken from ExternalProject_Add.  Let's hope we can drop this one day when
+# ExternalProject_Add allows you to disable SHOW_PROGRESS on the file download.
+if(TIMEOUT)
+  set(timeout_args TIMEOUT ${timeout})
+  set(timeout_msg "${timeout} seconds")
+else()
+  set(timeout_args "# no TIMEOUT")
+  set(timeout_msg "none")
+endif()
+
+string(REGEX MATCH "[^/\\?]*$" fname "${URL}")
+if(NOT "${fname}" MATCHES "(\\.|=)(bz2|tar|tgz|tar\\.gz|zip)$")
+  string(REGEX MATCH "([^/\\?]+(\\.|=)(bz2|tar|tgz|tar\\.gz|zip))/.*$" match_result "${URL}")
+  set(fname "${CMAKE_MATCH_1}")
+endif()
+if(NOT "${fname}" MATCHES "(\\.|=)(bz2|tar|tgz|tar\\.gz|zip)$")
+  message(FATAL_ERROR "Could not extract tarball filename from url:\n  ${url}")
+endif()
+string(REPLACE ";" "-" fname "${fname}")
+
+set(file ${DOWNLOAD_DIR}/${fname})
+message(STATUS "file: ${file}")
+
+message(STATUS "downloading...
+     src='${URL}'
+     dst='${file}'
+     timeout='${timeout_msg}'")
+
+file(DOWNLOAD ${URL} ${file}
+  ${timeout_args}
+  EXPECTED_MD5 ${EXPECTED_MD5}
+  STATUS status
+  LOG log)
+
+list(GET status 0 status_code)
+list(GET status 1 status_string)
+
+if(NOT status_code EQUAL 0)
+  message(FATAL_ERROR "error: downloading '${URL}' failed
+  status_code: ${status_code}
+  status_string: ${status_string}
+  log: ${log}
+")
+endif()
+
+message(STATUS "downloading... done")
+
+set(SRC_DIR ${PREFIX}/src/${TARGET})
+
+# Slurped from a generated extract-TARGET.cmake file.
+message(STATUS "extracting...
+     src='${file}'
+     dst='${SRC_DIR}'")
+
+if(NOT EXISTS "${file}")
+  message(FATAL_ERROR "error: file to extract does not exist: '${file}'")
+endif()
+
+# Prepare a space for extracting:
+#
+set(i 1234)
+while(EXISTS "${SRC_DIR}/../ex-${TARGET}${i}")
+  math(EXPR i "${i} + 1")
+endwhile()
+set(ut_dir "${SRC_DIR}/../ex-${TARGET}${i}")
+file(MAKE_DIRECTORY "${ut_dir}")
+
+# Extract it:
+#
+message(STATUS "extracting... [tar xfz]")
+execute_process(COMMAND ${CMAKE_COMMAND} -E tar xfz ${file}
+  WORKING_DIRECTORY ${ut_dir}
+  RESULT_VARIABLE rv)
+
+if(NOT rv EQUAL 0)
+  message(STATUS "extracting... [error clean up]")
+  file(REMOVE_RECURSE "${ut_dir}")
+  message(FATAL_ERROR "error: extract of '${file}' failed")
+endif()
+
+# Analyze what came out of the tar file:
+#
+message(STATUS "extracting... [analysis]")
+file(GLOB contents "${ut_dir}/*")
+list(LENGTH contents n)
+if(NOT n EQUAL 1 OR NOT IS_DIRECTORY "${contents}")
+  set(contents "${ut_dir}")
+endif()
+
+# Move "the one" directory to the final directory:
+#
+message(STATUS "extracting... [rename]")
+file(REMOVE_RECURSE ${SRC_DIR})
+get_filename_component(contents ${contents} ABSOLUTE)
+file(RENAME ${contents} ${SRC_DIR})
+
+# Clean up:
+#
+message(STATUS "extracting... [clean up]")
+file(REMOVE_RECURSE "${ut_dir}")
+
+message(STATUS "extracting... done")
+