diff --git a/vcr/stubs/__init__.py b/vcr/stubs/__init__.py
index 5ab819d..52b57f4 100644
--- a/vcr/stubs/__init__.py
+++ b/vcr/stubs/__init__.py
@@ -18,7 +18,7 @@ log = logging.getLogger(__name__)
 class VCRFakeSocket(object):
     """
     A socket that doesn't do anything!
-    Used when playing back casssettes, when there
+    Used when playing back cassettes, when there
     is no actual open socket.
     """
 
@@ -36,6 +36,16 @@ class VCRFakeSocket(object):
         """
         return 0  # wonder how bad this is....
 
+    def __nonzero__(self):
+        """This is hacky too.
+
+        urllib3 checks if sock is truthy before calling
+        set_tunnel (urllib3/connectionpool.py#L592).
+        If it is true, it never sets the tunnel and this
+        breaks proxy requests.
+        """
+        return False
+
 
 def parse_headers(header_list):
     """
@@ -130,7 +140,7 @@ class VCRConnection(object):
         """
         Returns empty string for the default port and ':port' otherwise
         """
-        port = self.real_connection.port
+        port = self._tunnel_port or self.real_connection.port
         default_port = {'https': 443, 'http': 80}[self._protocol]
         return ':{}'.format(port) if port != default_port else ''
 
@@ -138,7 +148,7 @@ class VCRConnection(object):
         """Returns request absolute URI"""
         uri = "{}://{}{}{}".format(
             self._protocol,
-            self.real_connection.host,
+            self._tunnel_host or self.real_connection.host,
             self._port_postfix(),
             url,
         )
@@ -148,7 +158,7 @@ class VCRConnection(object):
         """Returns request selector url from absolute URI"""
         prefix = "{}://{}{}".format(
             self._protocol,
-            self.real_connection.host,
+            self._tunnel_host or self.real_connection.host,
             self._port_postfix(),
         )
         return uri.replace(prefix, '', 1)
@@ -313,6 +323,9 @@ class VCRConnection(object):
         with force_reset():
             self.real_connection = self._baseclass(*args, **kwargs)
 
+        self._tunnel_host = None
+        self._tunnel_port = None
+
     def __setattr__(self, name, value):
         """
         We need to define this because any attributes that are set on the