Just checked curl with the same URL and it gives the cleartext content to stdout. Wget the compressed stuff again..
Can you look into your logs for 82.113.121.184, should be firefox, curl and wget accesses. Its a NAT so you may get many more.
I couldn't find anything useful in the logs, but I was able to reproduce the issue using:
wget --header="Accept-Encoding: gzip" https://fedoraproject.org/static/checksums/Fedora-12-i386-CHECKSUM
I'll try to look more into why wget isn't decompressing the result properly.
Thanks, Ricky