I learned something, but still no luck, my working system curl was compiled with following packages:
curl 7.24.0 (x86_64-unknown-linux-gnu) libcurl/7.24.0 OpenSSL/0.9.8k zlib/1.2.3.3 libidn/1.15
Protocols: dict file ftp ftps gopher http https imap imaps ldap ldaps pop3 pop3s rtsp smtp smtps telnet tftp
Features: IDN IPv6 Largefile NTLM NTLM_WB SSL libz
I lost the output of non-working version, but I recompiled that curl with same options as working machine, now I get the same, just a bit newer version:
curl 7.27.0 (i686-pc-linux-gnu) libcurl/7.27.0 OpenSSL/0.9.8k zlib/1.2.3.3 libidn/1.15
Protocols: dict file ftp ftps gopher http https imap imaps ldap ldaps pop3 pop3s rtsp smtp smtps telnet tftp
Features: IDN IPv6 Largefile NTLM NTLM_WB SSL libz
Then I made clean cgminer and reconfigured and recompiled, still no luck