This isn't really a bug of git-annex, but a problem with haskell-platform/ghc6.12.x so this post might need to be moved to a better place (maybe tips).
OSX's haskell-platform doesn't have the dynamic libraries available, as far as I know it just isn't supported therefore git-annex will always be statically built on OSX, so wrappers like http://tsocks.sourceforge.net/ or [[!google dsocks]] for preloading connect() calls won't work.
jtang@x00:~/annex $ tsocks git annex get . dyld: could not load inserted library: /opt/local/lib/libtsocks.dylib error: git-annex died of signal 5
The side effect of this means that users who are behind restrictive firewalls that allow only ssh via a socks proxy, they will need to configure ssh to use something like http://bent.latency.net/bent/git/goto-san-connect-1.85/src/connect.html.
host remotemyhost ProxyCommand connect -S proxy.mydomain:1080 -R local %h %p