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SmartWin++ have a side-project called SmartSOAP which is pretty neat I think, it features a pretty complete stack starting from SocketStream, working its way up to HttpRequest/Response objects. Features a small (to the job) XML DOM class abstraction and goes up to SOAP. It even comes with a WSDL parser to create proxy classes for you. It heavily uses templates and STL. And is pretty awesome C++. Works on Windows Mobile...
Though it isn't extremely rich, doesn't feature stuff like SSL and such. But since the code is pure art I would guess it could easily be understood and extended upon yourself...
License is New BSD...
Disclaimer; I implemented it...