Twitter, Facebook and some other websites are blocked in my country.
And I want to call the open API to do some hacking. I have searched but it can't solve my 
problem. Any python libraries can help me sign the OAuth request through proxy and get 
the access token ? 
Thanks.
I am guessing you will have to set up your own proxy service for this, i.e set up your entire API and OAuth logic on a server outside your own country. If you call this proxy service from within your own country it is probably not apparent that you are actually communicating with Twitter. 
You will need some sort of cryptographic layer between your client and your proxy/relay service though to make it somewhat secure/obscure. Your own request signing mechanism so to say, and your proxy/relay endpoint should definitely talk (HTTPS/SSL).
How can I sign OAuth with proxy