Not sure what you are looking for.
If you look for a proxy which supports authentication, you can use squid (www.squid-cache.org
I support authentication with user/password:
- Plain text.
- NTLM (SSO for windows clients).
- Kerberos (SSO for Windows, Linux,...).
- Digital certificate (soft or PCSC).
Also supports authorization against ldap, DAS, database,...
I don't know if is that what you are looking for...