#!/usr/bin/env python
import urllib2

# change followings before use
user = 'foo'
passwd = 'bar'
proxyserver = '1.2.3.4:5'
url = 'http://www.google.com/'

def proxy1():
# work
proxy = 'http://%s:%s@%s' % (user, passwd, proxyserver)
opener = urllib2.build_opener( urllib2.ProxyHandler({'http':proxy}) )
urllib2.install_opener( opener )

sContent = urllib2.urlopen(url)
print sContent.read()

def proxy2():
# work for someone, but not for me
passmgr = urllib2.HTTPPasswordMgrWithDefaultRealm()
passmgr.add_password('realm', proxyserver, user, passwd)
authinfo = urllib2.ProxyBasicAuthHandler(passmgr)

proxy = 'http://%s' % proxyserver
opener = urllib2.build_opener(urllib2.ProxyHandler( {'http':proxy} ), authinfo)
urllib2.install_opener(opener)

sContent = urllib2.urlopen(url)
print sContent.read()

def proxy3():
# work for someone, but not for me
authinfo = urllib2.HTTPBasicAuthHandler()
authinfo.add_password('realm', proxyserver, user, passwd)

proxy = 'http://%s' % proxyserver
opener = urllib2.build_opener(urllib2.ProxyHandler( {'http':proxy} ), authinfo)
urllib2.install_opener(opener)

sContent = urllib2.urlopen(url)
print sContent.read()

在linux系统中，假设urllib2设置的代理不好用能够试试环境变量：
export http_proxy='protocol://user:passwd@proxyserver:port'
export https_proxy='protocol://user:passwd@proxyserver:port'
比方通过代理上传appengine文件，其SDK中的rpc不提供代理设置，就能够用这招。