I assume this wasn't always the case as the use case I'm referencing is a build script I'm debugging.
For a private repo you just need to set the correct options to curl.
curl -Lk --cookie "user_session=your_session_cookie_here" https://github.com/your_org/your_project/pull/123.patch
Found an example here.
https://gist.github.com/d48/3501047
I assume this wasn't always the case as the use case I'm referencing is a build script I'm debugging.