url: use CONNECT for HTTPS connections through HTTP proxy (issue967) urllib2 and httplib does not support using CONNECT proxy requests, but only regular requests over the proxy. This does not work with HTTPS requests as they typically require that the client issues a CONNECT to the proxy to give a direct connection to the remote HTTPS server. This is solved by duplicating some of the httplib functionality and tying it together with the keepalive library such that a HTTPS connection that need to be proxied can be proxied by letting a connection be established to the proxy server and then subsequently performing the normal request to the specified server through the proxy server. As it stands, the code also purports to support HTTPS proxies, i.e. proxies that you connect to using SSL. These are extremely rare and nothing is done to ensure that CONNECT requests can be made to these as that would require multiple SSL handshakes. This use case is also not supported by most other contemporary web tools like curl and Firefox3.