Message 63318 - Python tracker
I think this is a major issue because urllib2 is widely used, and any application using it is useless behind a HTTPS proxy. A Prominent example in the Linux world is yum, the Fedora Linux package management tool. HTTPS proxies are a extermely common in the corporate world. The cookbook recipe shows that it is possible to implement a CONNECT proxy (with quite a few lines of code, actually), but because it's not part of urllib2 it has been broken by python 2.5.