I came up with a way to do this with a standard ssh client. It's a script that duplicates the current ssh connection, finds your working directory on the remote machine and copies back the file you specify to the local machine. It needs 2 very small scripts (1 remote, 1 local) and 2 lines in your ssh config. The steps are as follows:
1) Add these 2 lines to your ~/.ssh/config
Now if you have an ssh connection to machineX open, you wont need passwords to open another one.
2) Make a 1-line script on the remote machine called ~/.grabCat.sh
cat "$(pwdx $(pgrep -u $(whoami) bash) | grep -o '/.*' | tail -n 1)"/$1
3) Make a script on the local machine called ~/.grab.sh
[ -n "$3" ] && dir="$3" || dir="."
ssh "$1" ".grabCat.sh $2" > "$dir/$2"
4) and make an alias for grab.sh in (~/.bashrc or wherever)
That's it, all done. From now on if you're logged in to "machineX:/some/directory", just fire up a new terminal and type
grab machineX filename
That puts the file in your current working directory on the local machine. You can specify a different location as a third argument to "grab".
Note: Obviously both scripts must be "executable", ie chmod u+x filename