proxy.py

import SimpleHTTPServer
import SocketServer
import urllib
import re

class Proxy(SimpleHTTPServer.SimpleHTTPRequestHandler):
    def do_GET(self):
        match = re.search('^/proxy.ashx?\?url=(.+)$',self.path)
        if match:
            self.send_response(200)
            self.end_headers()
            url = match.group(1)
            print url
            self.copyfile(urllib.urlopen(url), self.wfile)
        else:
            return SimpleHTTPServer.SimpleHTTPRequestHandler.do_GET(self)

PORT = 8001
httpd = SocketServer.TCPServer(("", PORT), Proxy)
print "serving at port", PORT
httpd.serve_forever()

Proxy certain requests, otherwise just load from disk