pycurl-ssl-7.18.2.win32-py2.5.exe binary from http://pycurl.sourceforge.net/download/ is compiled without SSPI support (CURL_VERSION_SSPI = 2048).
Python 2.5.2
>>> import pycurl
>>> pycurl.version_info()
(3, '7.18.2', 463362, 'i386-pc-win32', 540, 'OpenSSL/0.9.8h', 0, '1.2.3', ('tftp', 'ftp', 'telnet', 'dict', 'ldap', 'http', 'file', 'https', 'ftps'), None, 0, N
one)
>>> 540 & 2048
0
Compiled with SSPI pycurl will allow tools like bzr work with windows domain proxis without explicitly specifying domain password in configuration files.
Unfortunately I don't know much about Windows or how pycurl was compiled for that platform and an investigation here by myself is highly unlikely. However I will leave this open should someone in the future like to help beef up Windows support.