Proxy sites, also known as web proxies or online proxies, act as intermediaries between a user's device and the internet. When a user requests access to a website through a proxy site, the request is forwarded to the target website, and the response is sent back to the proxy site, which then relays it to the user's device. This process masks the user's IP address, making it appear as though the request is coming from the proxy site's server rather than the user's device.