Microsoft Internet Explorer before 8 displays a cached certificate for a (1) 4xx or (2) 5xx CONNECT response page returned by a proxy server, which allows man-in-the-middle attackers to spoof an arbitrary https site by letting a browser obtain a valid certificate from this site during one request, and then sending the browser a crafted 502 response page upon a subsequent request.
http://www.securityfocus.com/bid/35411
http://research.microsoft.com/pubs/79323/pbp-final-with-update.pdf
http://research.microsoft.com/apps/pubs/default.aspx?id=79323