I would like to have include()/require() (and possibly other) functions 
using HTTP/FTP proxy. It would be great if I could decide on every php 
page which proxy server to use (if any at all - not needed for local URLs).

In short examples:
  include($url, $proxyhost, $proxyport)
or
  setproxy($proxyhost, $proxyport); include($url)
or even better (adding protocol):
  setproxy($proxyproto, $proxyhost, $proxyport); include($url).
Example:
  setproxy("http","w3cache1.com",8080);
  setproxy("ftp","ftpproxy.proxy.com",8080);
  include("http://www.domain.com"); include("ftp://ftp.domain2.com");