underscore_after.js

//array of async resources to be loaded
var paths = ['file1.xml', 'file2.xml', 'file3.xml'];

//finalizing function, to be called after all async operations are completed
var finalize = _.after(function(){
  alert('this is the last execution!');
}, paths.length);

//the callback for the ajax call
var callback = function(fileIndex){
  alert('this is a callback for file ' + paths[fileIndex]);
  finalize();
};

//generates ajax calls
for(var i=0; i<=paths.length; i++){
  ajax.get('http://foo.com/' + paths[i], _.partial(callback, i));
}