Charles Web Proxy? Not free, but I've been using it very reliably on all platforms for at least 3 years now. :) A nicely polished bit of software. Free 30 min "trial mode" and no-cost upgrades, if it helps. Otherwise I've also used mitmproxy, or for some things, the Net panel of Chrome Dev Tools.
Try the proxy in Burp Suite. The free edition lets you do most of what you can do in Fiddler. More powerful in some ways, rougher around the edges in other ways.
