From Ajaxian I found that OpenLaszlo added XMLHttpRequest in is version 3.1. I didn't know what OpenLaszlo was, so I decided to take a peek:

The OpenLaszlo platform allows developers to create applications with the rich user interface capabilities of desktop client software and the instantaneous no-download Web deployment of HTML. These applications run on all leading Web browsers on all leading desktop operating systems from a single XML code base.

Since a video is better than a thousand images, watch this 3m video (2MB) and take your own conclusions.