fs.createWriteStream does not immediately create file?

You shouldn't call write on your tempFile write stream until you've received the 'open' event from the stream. The file won't exist until you see that event.

For your function:

function download(url, tempFilepath, filepath, callback) {
    var tempFile = fs.createWriteStream(tempFilepath);
    tempFile.on('open', function(fd) {
        http.request(url, function(res) {
            res.on('data', function(chunk) {
                tempFile.write(chunk);
            }).on('end', function() {
                tempFile.end();
                fs.renameSync(tempFile.path, filepath);
                return callback(filepath);
            });
        });
    });
}

For your test:

var ws = fs.createWriteStream('anypath');
ws.on('open', function(fd) {
    console.log(fs.existsSync('anypath'));
    console.log(fs.existsSync('anypath'));
    console.log(fs.existsSync('anypath'));
});

The accepted answer didn't download some of the last bytes for me.
Here's a Q version that works correctly (but without the temp file).

'use strict';

var fs = require('fs'),
    http = require('http'),
    path = require('path'),
    Q = require('q');

function download(url, filepath) {
  var fileStream = fs.createWriteStream(filepath),
      deferred = Q.defer();

  fileStream.on('open', function () {
    http.get(url, function (res) {
      res.on('error', function (err) {
        deferred.reject(err);
      });

      res.pipe(fileStream);
    });
  }).on('error', function (err) {
    deferred.reject(err);
  }).on('finish', function () {
    deferred.resolve(filepath);
  });

  return deferred.promise;
}

module.exports = {
  'download': download
};

Note I'm listening to finish on file stream instead of end on response.