curl

curl --proxy http://example.proxy:8080 --proxy-negotiate -u : https://www.google.com
 
curl --proxy http://example.proxy:8080 --proxy-ntlm -u : https://www.google.com
 
curl --proxy http://example.proxy:8080 `
     --proxy-negotiate -u : `
     -O https://example.com/file.zip
 
Invoke-WebRequest `
  -Uri "https://example.com/file.zip" `
  -OutFile "file.zip" `
  -Proxy "http://example.proxy:8080" `
  -ProxyUseDefaultCredentials