One of our clients is a large organization which run its systems behind a proxy. This means the developers have to set environment variables like http_proxy and https_proxy to get many *NIX tools working correctly. Today we were running into an issue with Docker 1.5.
When running docker on the command line the client tries to connect through the Docker socket but instead it goes through the proxy. The solution to this proxy problem is to use the following line of config.
NO_PROXY=/var/run/docker.sock
For more information, checkout out the cli proxy documentation in the Docker sources. Alternatively you can upgrade to Docker 1.6, which contains a fix.