Don't forget that FTP also lets you connect two servers together with the data connection going between them, so can transfer a file from one server to another without downloading it. (http://www.proftpd.org/docs/howto/FXP.html)

Of course this awesome ability was exploited by hackers (the FTP Bounce Attack: https://www.cert.org/historical/advisories/CA-1997-27.cfm - and they say that inventing fancy names for attacks is a new thing). This is why we can't have nice things :-)