cURL allows you to go through a proxy in order to make HTTP requests.

cURL with Proxy
<?php
$ch 
curl_init ('http://www.playboy.com/');
curl_setopt ($chCURLOPT_PROXY'http://evil.proxy/');
// curl_setopt ($ch, CURLOPT_PROXY_USERPWD, 'username:pass');
curl_exec ($ch);
curl_close ($ch);
?>
Furthermore, cURL can be used to tunnel all operations through an HTTP proxy.

Tunnel with cURL
<?php
$ch 
curl_init ('ftp://ftp.playboy.com/centerfolds/may.jpg');
curl_setopt ($chCURLOPT_HTTPPROXY'http://127.0.0.1/');
curl_setopt ($chCURLOPT_HTTPPROXYTUNNEL1);
curl_exec ($ch);
curl_close ($ch);
?>