How do I pull from a Git repository through an HTTP proxy?

You can also set the HTTP proxy that Git uses in global configuration property http.proxy:

git config --global http.proxy http://proxy.mycompany:80

To authenticate with the proxy:

git config --global http.proxy http://mydomain\\myusername:mypassword@myproxyserver:8080/

(Credit goes to @EugeneKulabuhov and @JaimeReynoso for the authentication format.)