While use of a proxy isn't a bandwidth-saving measure on its own, it is a feature related to bandwidth control and monitoring. A proxy allows you to monitor, modify, and control requests for web content. You can choose which traffic to log and/or reject as well as modify these requests as they pass through the proxy. Since the proxy sits between the web client and the web server, it can perform some other functions, such as caching.
It's common for users on the same network to access a few of the same websites. This means that every time a user hits the website, they will be downloading all the HTML and images on the page. It would obviously be beneficial for our network if this content was only downloaded once, and then somehow stored to be presented to subsequent clients requesting the same content. Our browsers do that for us at the local level, and so if we access the same page more than once there is a chance our browser has cached a local copy for...