gsutil -m cp -R 'gs://[BUCKET]/' 'C:/Users/[USER]/[FOLDER]'
will display the following error
[Errno 22] invalid mode ('ab') or filename: u'C:\\Users\\[USER]\\[FOLDER]\\\\[BUCKET]\\[FILE].gstmp'
I've tried changing the '/'s to '//' to '\' and '\' with no results whatsoever