Comment 13 for bug 556293

Sudo doesn't preserve "http_proxy" environment variable anymore by default in Ubuntu 10.04. :-(

To see the (hardcoded) list of variable preserved by sudo, use the command:
  sudo -V

Solution: add to "/etc/sudoers" (via sudoers command) the following line:
  Defaults env_keep="http_proxy"

Now, $http_proxy is available to all commands run via sudo, check it using:
  sudo env | grep proxy

Nonetheless, I think http_proxy should be in that hardcoded list.