Privoxy is an HTTP filtering proxy. From the Privoxy website:

Privoxy is a web proxy with advanced filtering capabilities for protecting privacy, filtering web page content, managing cookies, controlling access, and removing ads, banners, pop-ups and other obnoxious Internet junk. Privoxy has a very flexible configuration and can be customized to suit individual needs and tastes. Privoxy has application for both stand-alone systems and multi-user networks.

Privoxy is based on the Internet Junkbuster and is released under the GPL. It runs on Windows, OS/2, AmigaOS, BeOS, and most flavours of Unix.

See also: Proxy, Filtering Proxy, Proxomitron.

Source: InfoAnarchy