CCProxy - Want to share Internet connection? Get every computer online through a single Internet connection?
Apache Traffic Server - Fast, scalable and extensible HTTP/S 2 and 1.1 compliant caching proxy server.
WinGate - WinGate is highly capable web proxy software for Windows: caching, intercepting, forward and reverse proxy with https inspection and SSL offload, SOCKS server, email
FreeProxy - Feature summary from website:* Internet connection sharing with demand dialling
Varnish - High-performance HTTP accelerator
TinyProxy - A lightweight http(s) proxy daemon