1. npm install express
2. npm install request
3. Edit the file so that API_HOST is the true host of your selected API.
4. node node-http-relay.js
5. Send your requests to as instructed by the API, but replacing the API host with http://localhost:3000.

e.g., If you are relaying to the Steam API, set:

var API_HOST = "http://api.steampowered.com";

Then, instead of:

http://api.steampowered.com/ISteamUser/GetPlayerSummaries/v0002/?key=YOUR_STEAM_API_KEY&steamids=12345_ACTUAL_STEAM_ID_12345

...use:

http://localhost:3000/ISteamUser/GetPlayerSummaries/v0002/?key=YOUR_STEAM_API_KEY&steamids=12345_ACTUAL_STEAM_ID_12345