If you have a setup where there is no way to directly connect two systems for an rsync transfer, there are several ways to get a firewall system to act as an intermediary in the transfer.
This first method should work for any remote-shell (e.g. ssh, rsh, etc). The other methods are all targeted at ssh (which has a lot of flexibility in making a tunneled connection possible).
Use your remote shell (e.g. ssh) to access the middle system and have it use a remote shell to hop over to the actual target system.
To effect this extra hop, you'll need to make sure that the remote-shell connection from the middle system to the target system does not involve any tty-based user interaction (such as prompting for a password) because there is no way for the middle system to access the local user's tty.
One way that should work for all remote-shell programs is to enable host-based authentication, which would allow all connections from the middle system to the target system to succeed (when the username remains the same). However, this may not be a desirable setup.
A better method that works with ssh (and is very safe) is to setup an ssh key (see the ssh-key manpage) and ensure that ssh-agent forwarding is turned on in your ssh client config (e.g. "ForwardAgent yes"). You would put the public version of your key onto the middle and target systems (in the ~/.ssh/authorized_keys file), and the private key on your local system (which I recommend you encrypt). With this setup, a series of ssh connections that starts from the system where your private key is available will auto-authorize (after a pass-phrase prompt on the first system if your key is encrypted). See also ssh-agent for a way to keep a public key unlocked in memory for an extended time, and the keychain project for a way to manage a system-wide, per-user ssh-agent.
To test that you have things setup right, first test a series of remote-shell connections outside of rsync. A command such as the following should work without issuing multiple prompts (use the appropriate remote-shell and the substitute the real hostnames for "middle" and "target", of course):
ssh middle ssh target uptime
If you get a password/passphrase prompt to get into the first ("middle") system that's fine, but the extra hop needs to occur without any extra user interaction.
Once that's done, you can do an rsync copy like this:
rsync -av -e "ssh middle ssh" target:/source/ /dest/
Assuming you're using ssh as your remote shell, you can configure ssh to use a proxy command to get to the remote host you're interested in reaching. Doing this will allow the multi-hop connection to work with rsync, even if both hosts prompt for a password -- this is because both ssh connections originate from the localhost, and thus both instances of ssh have access to the local tty to use for an out-of-band password prompt.
Here is an example config for your ~/.ssh/config file (substitute "target", "target_user", and "middle" as appropriate):
Host target ProxyCommand nohup ssh middle nc -w1 %h %p User target_user
This proxy setup uses "ssh" to login to the firewall system ("middle") and uses "nc" (netcat) to connect to the target host ("target") using the default port number. The use of "nohup" silences a warning at the end of the run, and the "-w1" option tells nc to shut down when the connection closes.
With this done, you can run a normal-looking rsync command to "target" that will run the proxy command to get through the firewall system:
rsync -av /src/ target:/dest/
Assuming you're using ssh as your remote shell, you can configure ssh to forward a local port through your middle system to the ssh port (22) on the target system. This method does not require the use of nc (it uses only ssh to effect the extra hop), but otherwise it is similar to, but slightly less convenient than, method 2.
The first thing we need is an ssh configuration that will allow us to connect to the forwarded port as if we were connecting to the target system, and we need ssh to know what we're doing so that it doesn't complain about the host keys being wrong. We can do this by adding this section to your ~/.ssh/config file (substitute "target" and "target_user" as appropriate, but leave "localhost" unchanged):
Host target HostName localhost Port 2222 HostKeyAlias target User target_user
Next, we need to enable the port forwarding:
ssh -fN -l middle_user -L 2222:target:22 middle
What this does is cause a connection to port 2222 on the local system to get tunneled to the middle system and then turn into a connection to the target system's port 22. The -N option tells ssh not to start a shell on the remote system, which works with modern ssh versions (you can run a sleep command if -N doesn't work). The -f option tells ssh to put the command in the background after any password/passphrase prompts.
With this done, you could run a normal-looking rsync command to "target" that would use a connection to port 2222 on localhost automatically:
rsync -av target:/src/ /dest/
Note: starting an ssh tunnel allows anyone on the source system to connect to the localhost port 2222, not just you, but they'd still need to be able to login to the target system using their own credentials.
Install and configure an rsync daemon on the target and use an ssh tunnel to reach the rsync sever. This is similar to method 3, but it tunnels the daemon port for those that prefer to use an rsync daemon.
(Note that this method also works to tunnel a socket connection directly to a destination system if you use "localhost" as the target hostname and your destination system's name as the middle hostname.)
Installing the rsync daemon is beyond the scope of this document, but see the rsyncd.conf manpage for more information. Keep in mind that you don't need to be root to run an rsync daemon as long as you don't use a protected port.
Once your rsync daemon is up and running, you build an ssh tunnel through your middle system like this:
ssh -fN -l middle_user -L 8873:target:873 middle
What this does is cause a connection to port 8873 on the local system to turn into a connection from the middle system to the target system on port 873. (Port 873 is the normal port for an rsync daemon.) The -N option tells ssh not to start a shell on the remote system, which works with modern ssh versions (you can run a sleep command if -N doesn't work). The -f option tells ssh to put the command in the background after any password/passphrase prompts.
Now when an rsync command is executed with a daemon-mode command-line syntax to the local system, the conversation is directed to the target system. For example:
rsync -av --port 8873 localhost::module/source dest/ rsync -av rsync://localhost:8873/module/source dest/
Note: starting an ssh tunnel allows anyone on the source system to connect to the localhost port 8873, not just you, so you may want to enable username/password restrictions on your rsync daemon.