Index: wp-includes/class-http.php
===================================================================
--- wp-includes/class-http.php	(revision 20375)
+++ wp-includes/class-http.php	(working copy)
@@ -1343,8 +1343,11 @@
 
 		$home = parse_url( get_option('siteurl') );
 
-		if ( $check['host'] == 'localhost' || $check['host'] == $home['host'] )
-			return false;
+		if ( $check['host'] == 'localhost' || $check['host'] == $home['host'] ) {
+			$func = apply_filters( 'proxy_local_urls_callback' , '__return_false' );
+			$ret = call_user_func( $func, $uri );
+			return $ret;
+		}
 
 		if ( !defined('WP_PROXY_BYPASS_HOSTS') )
 			return true;