Get HTTP requests and responses made using HttpWebRequest/HttpWebResponse to show in Fiddler

The Fiddler FAQ gives the answer to this.

You essentially route your HTTP traffic through Fiddler (i.e. Use Fiddler as a proxy).

Here’s some links that will help:
Fiddler Web Debugging – Configuring Clients

Which in turn links to here:
Take the Burden Off Users with Automatic Configuration in .NET

You can achieve this via some configuration settings in the web.config file (for an ASP.NET application) like so:

<system.net>
  <defaultProxy>
    <proxy
      proxyaddress="http://[your proxy address and port number]"
      bypassonlocal="false"
    />
  </defaultProxy>
</system.net>

See here for complete details on the <defaultProxy> setting.

Alternatively, you can use a WebProxy object in your code using something like:

HttpWebRequest request = (HttpWebRequest)WebRequest.Create("[ultimate destination of your request]");
WebProxy myproxy = new WebProxy("[your proxy address]", false);
request.Proxy = myproxy;
request.Method = "GET";
HttpWebResponse response = (HttpWebResponse) request.GetResponse();

See here for complete details on the WebProxy class.

Also note the important “caveat” that is mentioned in the Fiddler FAQ:

Why don’t I see traffic sent to http://localhost or http://127.0.0.1?
IE7 and the .NET Framework are
hardcoded not to send requests for
Localhost through any proxies, and as
a proxy, Fiddler will not receive such
traffic.

The workaround is to use your
machine name as the hostname instead
of Localhost or 127.0.0.1. So, for
instance, rather than hitting
http://localhost:8081/mytestpage.aspx,
instead visit
http://machinename:8081/mytestpage.aspx.

…Or, if you’re using Fiddler v2.1.8
or later, just use http://ipv4.fiddler
to hit localhost on the IPv4 adapter,
or use http://ipv6.fiddler to hit
localhost on the IPv6 adapter. This
works especially well with the Visual
Studio test webserver (codename:
Cassini) because the test server only
listens on the IPv4 loopback adapter.

Lastly, you could Customize your Rules
file like so:

    static function OnBeforeRequest(oSession:Fiddler.Session)
    {
      if (oSession.HostnameIs("MYAPP"))
      {
        oSession.host = "127.0.0.1:8081";
      }
    }  

…and then just hit http://myapp, which will act as an
alias for 127.0.0.1:8081.