This is a small tutorial, which will show you how to set up a local Raspberry to serve as a so-called SOCKS 5 proxy-server for your local network. The Raspberry itself will connect to a remote server, which will then make the requests to other Internet servers with it’s own IP, thus masquerading the original requestor’s.

All computers on your local network can be configured to connect to the Raspberry, so they all can share the same connection to the remote server.

Full article here:
Raspberry Pi SOCKS 5 Proxy Server (AKA browse the web with an IP from a different country) (pi3g Blog)