CCProxy - Want to share Internet connection? Get every computer online through a single Internet connection?
Polipo - A small and fast caching web proxy (a web cache, an HTTP proxy, a proxy server).
Apache Traffic Server - Fast, scalable and extensible HTTP/S 2 and 1.1 compliant caching proxy server.
ExaProxy - ExaProxy is a a high-performance non-caching proxy.
FreeProxy - Feature summary from website:* Internet connection sharing with demand dialling
Privoxy - Privoxy helps users to protect their privacy.