Cross-Browser Javascript XML Parsing

Are there any cross-browser / cross-platform ways to parse XML files in Javascript?

The following will work in all major browsers, including IE 6:

var parseXml;

if (typeof window.DOMParser != "undefined") {
    parseXml = function(xmlStr) {
        return ( new window.DOMParser() ).parseFromString(xmlStr, "text/xml");
    };
} else if (typeof window.ActiveXObject != "undefined" &&
       new window.ActiveXObject("Microsoft.XMLDOM")) {
    parseXml = function(xmlStr) {
        var xmlDoc = new window.ActiveXObject("Microsoft.XMLDOM");
        xmlDoc.async = "false";
        xmlDoc.loadXML(xmlStr);
        return xmlDoc;
    };
} else {
    throw new Error("No XML parser found");
}

Example usage:

var xml = parseXml("<foo>Stuff</foo>");
alert(xml.documentElement.nodeName);

Live demo:

var parseXml;

if (typeof window.DOMParser != "undefined") {
    parseXml = function(xmlStr) {
        return ( new window.DOMParser() ).parseFromString(xmlStr, "text/xml");
    };
} else if (typeof window.ActiveXObject != "undefined" &&
       new window.ActiveXObject("Microsoft.XMLDOM")) {
    parseXml = function(xmlStr) {
        var xmlDoc = new window.ActiveXObject("Microsoft.XMLDOM");
        xmlDoc.async = "false";
        xmlDoc.loadXML(xmlStr);
        return xmlDoc;
    };
} else {
    throw new Error("No XML parser found");
}

var xml = parseXml("<foo>Stuff</foo>");
document.body.innerHTML = "Root element: " + xml.documentElement.nodeName;

Consider using jQuery.parseXML.

Note that old JQuery's code (pre 2.x) is essentially identical to one proposed in the accepted answer and can be found at http://code.jquery.com/jquery-1.9.1.js, partial version below:

// Cross-browser xml parsing
parseXML: function( data ) {
    ...
	try {
		if ( window.DOMParser ) { // Standard
			tmp = new DOMParser();
			xml = tmp.parseFromString( data , "text/xml" );
		} else { // IE
			xml = new ActiveXObject( "Microsoft.XMLDOM" );
			xml.async = "false";
			xml.loadXML( data );
		}
	} catch( e ) {
		xml = undefined;
	}
    ...
}

Starting JQuery 2.x code changed to skip ActiveX branch, if you still need it - use older version of JQuery or inline ActiveX parsing. Partial code from http://code.jquery.com/jquery-2.0.0.js:

// Cross-browser xml parsing
parseXML: function( data ) {
	var xml, tmp;
    .....
	// Support: IE9
	try {
		tmp = new DOMParser();
		xml = tmp.parseFromString( data , "text/xml" );
	} catch ( e ) {
		xml = undefined;
	}
    .....
},

If you need to parse large XML documents that you may not be able to completely hold in memory, consider using a SAX style parser like this one: https://github.com/isaacs/sax-js/