Jon Udell notes that authenticated RSS is hard to do, and ended up picking up RSSBandit to solve his problem:

Today I created a private blog site that is, Internet-accessible but SSL-and-password-protected and realized that there was no easy way for most people to subscribe to it. Even if the popular cloud-based readers like Bloglines and Google Reader supported authenticated feeds, I wouldn't want to let them use my credentials to impersonate me.

BottomFeeder has supported Digest and Basic Auth protected feeds (with or without SSL) for years now :)

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