Create cagsmfbu.py:

import sys
import httplib2
import xml.dom.minidom as md

H = httplib2.Http()
X = md.parse(open(sys.argv[1]))
locs = X.getElementsByTagName("loc")
for loc in locs:
    url = loc.childNodes[].nodeValue.encode('u8')
    try:
        res, content = H.request(url)
        print "%s\t%d" % (url, res.status)
    except:
        print "%s\tTOOMANY" % url
    sys.stdout.flush()

And then

% python cagsmfbu.py sitemap.xml | tee output.tdf