Having looked at the LWP::UserAgent and LWP::Protocol::HTTP code, I think it should be doable to edit them to add support for the proxy either being an array ref, or a string of proxies chained with some convenient dividers (eg |).

If you then contribute that back, and a lot of people will suddenly be able to easily use chained proxies in Perl if they need it. :-)

Okay, I did it.

http.pm.diff and UserAgent.pm.diff

Those patches allow the second argument of the proxy() method to be either an arrayref, or a whitespace-separated list of proxies.

I sent off the patches to Gisle, hopefully he will accept them in the next version. If so, then proxy chaining via LWP will be available to all! :)