Fiddler can act as a man-in-the-middle and decrypt SSL traffic, but then System.Net.Security rightfully complains about an invalid remote certificate ("The remote certificate is invalid according to the validation procedure."). This results in a System.Net.WebException "The underlying connection was closed: Could not establish trust relationship for the SSL/TLS secure channel.".

To prevent this from happening:

ServicePointManager.ServerCertificateValidationCallback = delegate { return true; };

Just be sure to not include this in production code :-)

Uri uri = new Uri("http://somesite/media/http%3A%2F%2Fsomesite%2Fimage.gif");
Console.WriteLine(uri.AbsoluteUri);
// Output: http://somesite/media/http%3A//somesite%2Fimage.gif

That's a totally different URL, which the target server refuses to process.

I was sure that they must have overlooked something, and that there would be some way to tell the Uri constructor to leave all encoded characters as-is. But no, it does not seem possible; dots and slashes are always decoded. I find that quite surprising, so if anyone can point me to an official solution, I'd be much obliged.

In the mean time, a reflection-based hack, courtesy of Reflector and the .NET Reference Source:

static class UriHacks
{
    // System.UriSyntaxFlags is internal, so let's duplicate the flag privately
    private const int UnEscapeDotsAndSlashes = 0x2000000;
 
    public static void LeaveDotsAndSlashesEscaped(this Uri uri)
    {
        if (uri == null)
        {
            throw new ArgumentNullException("uri");
        }
 
        FieldInfo fieldInfo = uri.GetType().GetField("m_Syntax", BindingFlags.Instance | BindingFlags.NonPublic);
        if (fieldInfo == null)
        {
            throw new MissingFieldException("'m_Syntax' field not found");
        }
        object uriParser = fieldInfo.GetValue(uri);
 
        fieldInfo = typeof(UriParser).GetField("m_Flags", BindingFlags.Instance | BindingFlags.NonPublic);
        if (fieldInfo == null)
        {
            throw new MissingFieldException("'m_Flags' field not found");
        }
        object uriSyntaxFlags = fieldInfo.GetValue(uriParser);
 
        // Clear the flag that we don't want
        uriSyntaxFlags = (int)uriSyntaxFlags & ~UnEscapeDotsAndSlashes;
 
        fieldInfo.SetValue(uriParser, uriSyntaxFlags);
    }
}