Você só precisa de algumas citações para evitar que o shell interprete mal os pontos-e-vírgulas ...
[mpenning@tsunami ~]$ wget "http://git.cross-lfs.org/?p=bootscripts-embedded.git;a=snapshot;h=HEAD;sf=tgz"
Resolving git.cross-lfs.org... 208.97.140.69
Connecting to git.cross-lfs.org|208.97.140.69|:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: unspecified [application/x-gzip]
Saving to: âindex.html?p=bootscripts-embedded.git;a=snapshot;h=HEAD;sf=tgzâ
[ <=> ] 2,841 --.-K/s in 0.001s
2014-01-07 02:24:11 (2.25 MB/s) - âindex.html?p=bootscripts-embedded.git;a=snapshot;h=HEAD;sf=tgzâ
[mpenning@tsunami ~]$ file index.html\?p\=bootscripts-embedded.git\;a\=snapshot\;h\=HEAD\;sf\=tgz
index.html?p=bootscripts-embedded.git;a=snapshot;h=HEAD;sf=tgz:
gzip compressed data, from Unix, last modified: Tue Jan 7 02:24:11 2014
[mpenning@tsunami ~]$