Appropriate 'Proxy-Authorization` header could be set in `proxy_headers` keyword argument for `proxy_from_url()`. I don't really think that proxy authentication belongs to urllib3, so I suggest to wrap `proxy_from_url` in requests with something like:

```python
from urlparse import urlparse
import base64
from .packages.urllib3.poolmanager import  proxy_from_url

def authenticated_proxy_from_url(url, **kw):
    parsed_url = urlparse(url)
    if '@' in parsed_url.netloc:
        credentials = parsed_url.netloc.split('@')[0]
        base64string = base64.encodestring(credentials)[:-1]
        if 'proxy_headers' not in kw:
            kw['proxy_headers'] = {}
        kw['proxy_headers']['Proxy-Authorization'] = 'Basic %s' % base64string
    return proxy_from_url(url, **kw)
```

Of course it's the most crude example, there's room for further sophistication, such as authentication methods other than Basic.