Seen on i386 version 2.6.9 and x86_64 version 3.0.0pre2, similar behavior.

Using an SSH tunnel through a firewall works fine.
Using RSYNC_CONNECT_PROG sometimes works fine, but most often  hangs while downloading files.

export RSYNC_CONNECT_PROG='ssh -q middle netcat mirrors.kernel.org 873'

> gdb /usr/local/bin/rsync
GNU gdb 6.5
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GDB is free software, covered by the GNU General Public License, and you are
welcome to change it and/or distribute copies of it under certain conditions.
Type "show copying" to see the conditions.
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This GDB was configured as "x86_64-suse-linux"...Using host libthread_db library "/lib64/libthread_db.so.1".

(gdb) 
(gdb) set args -vaPH --numeric-ids --delete --delete-excluded --safe-links --exclude-from=excludes.txt --delay-updates localhost::debian/ debian
(gdb) run
Starting program: /usr/local/bin/rsync -vaPH --numeric-ids --delete --delete-excluded --safe-links --exclude-from=excludes.txt --delay-updates localhost::debian/ debian
MOTD:

receiving file list ... 
159300 files to consider
deleting .~tmp~/ls-lR.gz
deleting .~tmp~/README.non-US
deleting .~tmp~/README.mirrors.txt
deleting .~tmp~/README.mirrors.html
deleting .~tmp~/
./                  
README.mirrors.html
       98089 100%  948.42kB/s    0:00:00 (xfer#1, to-check=159295/159300)
README.mirrors.txt
       61619 100%  321.79kB/s    0:00:00 (xfer#2, to-check=159294/159300)
README.non-US
       14740 100%   76.57kB/s    0:00:00 (xfer#3, to-check=159293/159300)
ls-lR.gz
           0   0%    0.00kB/s    0:00:00

(here the program is now hung)

Program received signal SIGINT, Interrupt.
0x00002b84da6d9283 in __select_nocancel () from /lib64/libc.so.6
(gdb) rsync error: received SIGINT, SIGTERM, or SIGHUP (code 20) at rsync.c(502) [receiver=3.0.0pre2]
bt
#0  0x00002b84da6d9283 in __select_nocancel () from /lib64/libc.so.6
#1  0x0000000000421d72 in writefd_unbuffered (fd=8, buf=0x56eba0 "", len=4092) at io.c:1442
#2  0x000000000042252a in io_flush (flush_it_all=0) at io.c:1519
#3  0x000000000042269d in writefd (fd=4, buf=0x7fffd059bea4 "�\177", len=0) at io.c:1551
#4  0x0000000000422b9b in write_int (f=9, x=-514) at io.c:1567
#5  0x0000000000422d0f in write_sum_head (f=9, sum=0x569480) at io.c:1343
#6  0x000000000040dd08 in recv_generator (fname=0x7fffd059e230 "pool/main/d/devhelp/libdevhelp-1-dev_0.16.1-1_amd64.deb", 
    file=0x2b84da9f8ec0, ndx=28095, itemizing=1, code=FLOG, f_out=8) at generator.c:1788
#7  0x000000000040e9bb in generate_files (f_out=8, local_name=<value optimized out>) at generator.c:2033
#8  0x0000000000417be4 in do_recv (f_in=8, f_out=8, local_name=0x0) at main.c:841
#9  0x0000000000417e5a in client_run (f_in=8, f_out=<value optimized out>, pid=-1, argc=<value optimized out>, 
    argv=0x56d998) at main.c:1084
#10 0x00000000004195fc in main (argc=2, argv=0x56d990) at main.c:1256
(gdb) up
#1  0x0000000000421d72 in writefd_unbuffered (fd=8, buf=0x56eba0 "", len=4092) at io.c:1442
1442                    count = select(maxfd + 1, using_r_fds ? &r_fds : NULL,
(gdb) print maxfd
$1 = <value optimized out>
(gdb) print using_r_fds
$2 = 1
(gdb) print r_fds
$3 = {fds_bits = {64, 0 <repeats 15 times>}}