How to query the Internet behind a NTLM Proxy on a corporate network

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Sometimes at client sites, we need to use PowerShell scripts to invoke REST APIs through a Proxy. If the Proxy required NTLM authentication it can be an utter pain to get this to work correctly.
Invoke-RestMethod has the -Proxy and ProxyCredentials parameters, but you should use this instead:
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$proxyUri = [System.Uri]"http://10.xx.xx.xxx:8080"
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$proxy = New-Object System.Net.WebProxy($proxyUri)
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$proxy.Credentials = New-Object System.Net.NetworkCredential("accountname", "password")
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​
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[System.Net.WebRequest]::DefaultWebProxy = $proxy
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[System.Net.WebRequest]::DefaultWebProxy.BypassProxyOnLocal = $true
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​
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$result = Invoke-RestMethod  -Uri $urlToCall -ContentType "application/json" -Headers $header
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