The first script on this page will download, print and save New York Times COVID-19 database data for a specified county in a specified state. It also calculates the number of daily new cases and daily new deaths. Meanwhile, the second script will download and save all county data for a specified state.
Here is the script for getting data about a particular county in a particular state. Download a .zip file containing this script in Jupyter Notebook format.
Meanwhile, here is the script for downloading data for all counties in a specified state. Here is the script in Jupyter Notebook format.