This GIST has four files and demonstrates how data can be passed from one imp to another using HTTP requests, and HTTP request handlers.

agent.button.js

const otherAgentUrl = "http://agent.electricimp.com/YourOtherAgentID";

// create a handler for the "button" message from the device
device.on("button", function(state) {
    local url = otherAgentUrl + "?led=" + state;
    server.log("sending request to " + url);
    // create the request
    local request = http.get(url);
    // send the request
    request.sendsync();
});

agent.led.js

server.log("Copy this URL to your other agent (otherAgentURL): " + http.agenturl());
server.log("Turn LED on by calling: " + http.agenturl() + "?led=1");
server.log("Turn LED off by calling: " + http.agenturl() + "?led=0");

// setup an HTTP handler to process incoming http requests
http.onrequest(function(request, response) {
  try {

    // check an 'led' query parameter was passed into the request
    if (request.query != null && "led" in request.query) {
      // if it was, pass it on the device
      device.send("setLed", request.query.led.tointeger());
    }
    // send an http 200 to say everything was OK
    response.send(200, "OK");
  } catch (ex) {
    // if there was an error, send back an http 500 and the error
    response.send(500, "Internal Server Error: " + ex);
  }
});

device.button.js

/* Hardware setup:
 * connect a button or switch between pin9 and GND
 */

// it's considered best practice for every model to have an imp.configure
imp.configure("Button", [], []);

// assign hardware.pin9 to a variable to make things more clear
button <- hardware.pin9;

// function to be called when button state changes
function buttonStateChanged() {
    // read the current state
    local state = button.read();
    // send it to the agent
    agent.send("button", state);
}

// configure the button
button.configure(DIGITAL_IN_PULLUP, buttonStateChanged);

device.led.js

/* Hardware setup:
 * connect an LED from Pin9 to GND (through a 339Ω resistor - orange, white, brown)
 */

// it's considered best practice for every model to have an imp.configure
imp.configure("LED", [], []);

// assign hardware.pin9 to a variable to make things more clear
led <- hardware.pin9;
led.configure(DIGITAL_OUT);

// turn LED off
led.write(0);

// value - 1 or 0
function setLed(value) {
  led.write(value);
}

// setup a handler for setLed message from the agent
agent.on("setLed", setLed);

This just beats XBee out of the water. What can I say?