Here's how to build a custom Curl binary (with OpenSSL) which supports client certificate authentication on OS X. If you're not familiar with the issue, you might want to read this: http://curl.haxx.se/mail/archive-2013-10/0036.html
Get the latest AutoPkg installed and working. Easiest way is to download and install the pkg release. To manually install the bleeding edge:
$ cd <download_location>
$ git clone https://github.com/autopkg/autopkg.git
$ cd autopkg
$ sudo Scripts/install.sh
This repository includes an AutoPkg recipe which downloads the current release version of curl, compiles it and creates a pkg installer.
$ git clone https://github.com/hjuutilainen/curl-for-munki.git
$ cd curl-for-munki/autopkg
$ autopkg run -v curlWithSystemOpenSSL.pkg.recipe
Building and packaging curl with Homebrew is not working anymore. It seems that Homebrew currently builds curl using Apple's own Secure Transport engine instead of OpenSSL.
Latest pre-built installer packages are for curl 7.38.0 and can be downloaded from the releases page. These have been built with /usr/local prefix.