wget -O /tmp/junk -q -r -c --header "Range: bytes 1-2" http://server/path

You may find that using -O in combination with -r might not work with non-seekable files such as a FIFO pipe or socket. Consequentally writing to standard out with -O - or -O /dev/null will unfortunately probably not work.

Functionality also differs between wget versions, (between 1.11 and 1.11.2 as an example).