Opera, possibly before 9.25, uses the HTTP Host header to determine the context of a document provided in a (1) 4xx or (2) 5xx CONNECT response from a proxy server, which allows man-in-the-middle attackers to execute arbitrary web script by modifying this CONNECT response, aka an "SSL tampering" attack.
http://research.microsoft.com/apps/pubs/default.aspx?id=79323