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There exist various proxies that do this; for me, the first Google result for "proxy record replay http" leads to http://code.google.com/p/http-impersonator/wiki/GettingStart....

This is not happening in Chrome as of last year, but you can use a proxy like Fiddler2 or Charles.

[edit] Also:

Google's record/playback Chrome extension: http://code.google.com/p/bite-project/

A bit heavy duty and not cli, but http://www.charlesproxy.com/ is capable of intercepting and outputting logs.

This would make tests so much easier!