Ever wonder how applications talk to HTTP proxies? It’s simple really (like the rest of HTTP) – there’s a simple HTTP request method called CONNECT. It’s easily illustrated with a quick session of netcat:

$ nc -v proxy.foobar.com 3128
proxy.foobar.com [10.xx.xx.xxx] 3128 (?) open : Operation now in progress
CONNECT marc-abramowitz.com:80 HTTP/1.0

HTTP/1.0 200 Connection established

GET / HTTP/1.1
Host: marc-abramowitz.com

HTTP/1.1 200 OK
Date: Fri, 21 Sep 2007 00:02:34 GMT
.........

Nothing magical.

The above process can be done with a program, of course. The one I am most familiar with is called corkscrew. With it you can do things like:

$ corkscrew proxy.foobar.com 3128 marc-abramowitz.com 80
GET / HTTP/1.1
Host: marc-abramowitz.com

HTTP/1.1 200 OK
Date: Wed, 28 Nov 2007 19:03:29 GMT
...

The corkscrew program is very useful in particular with the ProxyCommand config directive in OpenSSH as discussed in my post on using SSH though an HTTP proxy.