Looking for HTTP debugging proxy for Mac similar to Fiddler on Windows

Use Chrome and navigate to chrome://net-internals/

It allows detailed analysis and dumps.

I found Charles Proxy. It's much closer to the functionality of Fiddler. It's not free, but it may be worth the price.

I've used mitmproxy for intercepting HTTP traffic. It's a great tool and you can use it for debugging mobile devices as well or any operating system for that matter.