If you use OS X, and you use an HTTP forward proxy, and you use command line programs like curl or wget that use the HTTP or HTTPS protocols, then you must set the shell environment variables http_proxy and https_proxy (and their all-caps equivalents). An example of doing this in ~/.profile:
export http_proxy="proxy.company.com:3128"
export https_proxy="proxy.company.com:3128"
export HTTP_PROXY=$http_proxy
export HTTPS_PROXY=$https_proxy
If you don’t do this, you’ll see errors like this:
$ curl http://www.google.com
curl: (7) couldn't connect to host
I believe that these variables also work for other UNIX operating systems.