The Internet Junkbuster is a web proxy that can block ads and cookies. It was developed by the Junkbusters Corporation and released under the GPL. However, the Internet Junkbuster hasn't been updated since 1998.
Privoxy is an up-to-date filtering proxy based on the Junkbuster code, but it is much more powerful. See also the Proxomitron, a Windows-based web filter.
