For all users of the system via the /etc/wgetrc or for the user only with the ~/.wgetrc file:

use_proxy=yes
http_proxy=127.0.0.1:8080
https_proxy=127.0.0.1:8080

or via -e options placed after the URL:

wget ... -e use_proxy=yes -e http_proxy=127.0.0.1:8080 ...

Type in command line :

$ export http_proxy=

for authenticated proxy,

$ export http_proxy=

and then run

$ wget fileurl

for https, just use https_proxy instead of http_proxy. You could also put these lines in your ~/.bashrc file so that you don't need to execute this everytime.

the following possible configs are located in /etc/wgetrc just uncomment and use...

# You can set the default proxies for Wget to use for http, https, and ftp.
# They will override the value in the environment.
#https_proxy = 
#http_proxy = 
#ftp_proxy = 

# If you do not want to use proxy at all, set this to off.
#use_proxy = on

wget uses environment variables somthing like this at command line can work:

export http_proxy=
export https_proxy=$http_proxy
export ftp_proxy=$http_proxy
export dns_proxy=$http_proxy
export rsync_proxy=$http_proxy
export no_proxy="localhost,127.0.0.1,localaddress,.localdomain.com"

After trying many tutorials to configure my Ubuntu 16.04 LTS behind a authenticated proxy, it worked with these steps:

Edit /etc/wgetrc:

$ sudo nano /etc/wgetrc

Uncomment these lines:

#https_proxy = 
#http_proxy = 
#ftp_proxy = 
#use_proxy = on

Change to

IMPORTANT: If it still doesn't work, check if your password has special characters, such as #, @, ... If this is the case, escape them (for example, replace passw@rd with passw%40rd).

In Ubuntu 12.x, I added the following lines in $HOME/.wgetrc

http_proxy =

use_proxy = on

If you need to execute wget just once with the proxy, the easiest way is to do it with a one-liner like this:

http_proxy= wget 

or with an https target URL:

https_proxy= wget 

In Debian Linux wget can be configured to use a proxy both via environment variables and via wgetrc. In both cases the variable names to be used for HTTP and HTTPS connections are

http_proxy=hostname_or_IP:portNumber
https_proxy=hostname_or_IP:portNumber

Note that the file /etc/wgetrc takes precedence over the environment variables, hence if your system has a proxy configured there and you try to use the environment variables, they would seem to have no effect!

In my ubuntu, following lines in $HOME/.wgetrc did the trick!

http_proxy =

use_proxy = on

export http_proxy=
export https_proxy=

or

export http_proxy=
export https_proxy=

As all others explained here, these environment variable helps to pass on proxies.

Note: But please not that if the password contains any special character then that needs to be configured as %<hex_value_of_special_char>.

Example: If the password is pass#123, need to be used as pass%23123 in above export commands.

In Windows - for Fiddler say - using environment variables:

set http_proxy=
set https_proxy=

Add below line(s) in file ~/.wgetrc or /etc/wgetrc (create the file if it is not there):

http_proxy = 
https_proxy = 
ftp_proxy = 

For more information,

start wget through socks5 proxy using tsocks:

1. install tsocks: sudo apt install tsocks

2. config tsocks

   # vi /etc/tsocks.conf
   
   server = 127.0.0.1
   server_type = 5
   server_port = 1080
   

3. start: tsocks wget