Here are some good links.
* XmlHttpRequest on xml.com
* AJAX in wikipedia
* Examples using XmlHttpRequest
* W3C DOM Level 3 with features similar to XmlHttpRequest
* Microsoft XmlHttpRequest documentation
And some projects.
* the sarrisa library
* the XHConn library
* the Sajax project
XmlHttpRequest was introduced in IE 5.0, but now that the architecture has a name (AJAX), it seems that everybody is talking about that.