How to intercept HTTP requests and responses of a client machine (like fiddler does)

Question

I thought that the only way to intercept a request is to use a proxy, but fiddler somehow can intercept HTTP requests and responses without configuring anything on any brows

Answer 1

I guess you don't want to hear that you can just intercept them in the web server instead of the client (if it is locally) or can use WPAC (proxy auto configuration).

Another option is to use sotware like SocksCap which "debug" the browser (or webserver) process and whenever he calls some winsock functions they intercept it and call their own code.

A library to do things like this (intercept library calls on a debugged process) is detours.