scp 'user@remote_host:"/home/user/path with spaces/filename with spaces.ext"' .
and
scp 'user@remote_host:/home/user/path\ with\ spaces/filename\ with\ spaces.ext' .
scp 'user@remote_host:"/home/user/path with spaces/filename with spaces.ext"' .
and
scp 'user@remote_host:/home/user/path\ with\ spaces/filename\ with\ spaces.ext' .