See it in action

The code

<script type="text/javascript">

        var isIE8 = window.XDomainRequest ? true : false;
        var invocation = createCrossDomainRequest();
        var url = 'http://www.phobos7.co.uk/research/xss/simple.php';        

        function createCrossDomainRequest(url, handler)
        {
            var request;
            if (isIE8)
            {
                request = new window.XDomainRequest();
            }
            else
            {
                request = new XMLHttpRequest();
            }
            return request;
        }

        function callOtherDomain()
        {
            if (invocation)
            {
                if(isIE8)
                {
                    invocation.onload = outputResult;
                    invocation.open("GET", url, true);
                    invocation.send();
                }
                else
                {
                    invocation.open('GET', url, true);
                    invocation.onreadystatechange = handler;
                    invocation.send();
                }
            }
            else
            {
                var text = "No Invocation TookPlace At All";
                var textNode = document.createTextNode(text);
                var textDiv = document.getElementById("textDiv");
                textDiv.appendChild(textNode);
            }
        }

        function handler(evtXHR)
        {
            if (invocation.readyState == 4)
            {
                if (invocation.status == 200)
                {
                    outputResult();
                }
                else
                {
                    alert("Invocation Errors Occured");
                }
            }
        }

        function outputResult()
        {
            var response = invocation.responseText;
            var textDiv = document.getElementById("textDiv");
            textDiv.innerHTML += response;
        }
    </script>

    <form id="controlsToInvoke" action="">
        <p>
            <input type="button" value="Click to Invoke Another Site" onclick="callOtherDomain()" />
        </p>
    </form>

    <div id="textDiv">
        The information below (when it appears) has been fetched using cross-site XHR.
    </div>

And this is the code on the server

<?php
	header('Content-type: text/html');
    header('Access-Control-Allow-Origin: *');
	$uri = 'http'. ($_SERVER['HTTPS'] ? 's' : null) .'://'. $_SERVER['HTTP_HOST'] . $_SERVER['REQUEST_URI'];
	echo('<p>This information has come from <a href="' . $uri . '">' . $uri . '</a></p>');
?>

Related posts:

1. Using Fiddler to help develop cross domain capable JavaScript web applications
2. How to make a cross domain web request with SilverLight 2
3. JavaScript namespace utility