here is an example wich can put you in the right direction:
var request = new XMLHttpRequest();
request.open("GET", "/path/demo.xml", false);
request.send();
var xml = request.responseXML;
var users = xml.getElementsByTagName("user");
for(var i = 0; i < users.length; i++) {
var user = users[i];
var names = user.getElementsByTagName("name");
for(var j = 0; j < names.length; j++) {
alert(names[j].childNodes[0].nodeValue);
}
}