Simple Cross-browser XHR request with Cors support. Supported by any moder browser and IE>=8.

Cross-browser XHR for CORS requests

newCorsXHR = function(type, url) {
  var xhr = false;
  try {
     xhr = new XMLHttpRequest();
  } catch(e) {}
  if (xhr && "withCredentials" in xhr) { 
      xhr.open(type, url, true); // Standard Cors request
  } else if (typeof XDomainRequest != "undefined") { 
      xhr = new XDomainRequest(); // IE Cors request
      xhr.open(type, url);
      xhr.onload = function() {
      	this.readyState = 4;
      	if (this.onreadystatechange instanceof Function) this.onreadystatechange();
      };
  } else if (xhr) {
  	xhr.open(type, url, true);
  };
  return xhr;
};

// USAGE -------------------------------------------------------- 
  // Request a new XHR object
    var xhr = newCorsXHR("GET","http://co"); 
  // Set future closure
    xhr.onreadystatechange=function() {
    	if (xhr.readyState == 4) {
    		alert(xhr.responseText);
    	}
    };
  // Initiate the request
    xhr.send();