I am trying to run
pip install mitmproxy
Run as Administrator
WindowsError: [Error 5] Access is denied: 'c:\\users\\bruno\\appdata\\local\\temp\\easy_install-0fme6u\\cryptography-0.9.1\\.eggs\\cffi-1.1.2-py2.7-win-amd64.egg\\_cffi_backend.pyd'
In case of windows, in cmd try to run pip install using python executable
python -m pip install mitmproxy
this should work, at least it worked for me for other package installation.