Drag and drop Chrome downloads like any other OS X file?
Holding the alt or option key while doing the Drag &amp; Drop action works.

I think since Chrome also handles webpages as links (html) to open them in the browser, it does the same for downloaded files. If you simply hold alt while clicking a link it also downloads the file. So I assume Chrome treats the downloaded "link" as a 'file' when holding that key. 

You could also use cmd + Click to "Show In Finder"