I used XHR in IE in 1999-2001 in a production web app at a well known investment bank. It was my idea to use it after stumbling across the docs got it on msdn or another developer-only resource. The docs were extremely limited so I just played until I figured it out. It was synchronous only at that time, I asynchronous calls. I wrote the Java server code to return XML I think?
Users LOVED it. I never looked back.