I tried to add support for XDomain request with something like this:

if (!(xhr && "withCredentials" in xhr) && (typeof XDomainRequest != "undefined")) {
  xhr = new XDomainRequest();
  xhr.onerror = xhr.onprogress = function() {};
  xhr.onload = function() {
    xhr.readyState = 4;
    xhr.onreadystatechange();
  }
}
xhr.open("GET", url);

I don't know if it works with crossdomain requests but it does not work non crossdomain requests (it triggers the onerror event and there seems to be no possibility to know why except guessing). Therefore, I didn't bother to try with crossdomain requests.

I know that setting the onprogress event if required for IE9 (otherwise, no other events will be triggered). I am in the blue for everything else.

Some pointers:

• http://bionicspirit.com/blog/2011/03/24/cross-domain-requests.html
• http://blogs.msdn.com/b/ieinternals/archive/2010/05/13/xdomainrequest-restrictions-limitations-and-workarounds.aspx

In the comments of the last one, I have asked if XDomainRequest should work with requests to the same domain without a CORS header.

Maybe the solution would be to try with XMLHttpRequest first, then fallback to XDomainRequest on errors.