can anybody give the list of xml vulnerabilities and threats that are possible in Internet?
There are no such thing as XML threat and it has no vulnerabilities because it's just a data format language.
All depends of how do you use it and specific implementation.
I disagree with the view that XML has no vulnerabilities because it is "just a data format language". Any language, regardless of what it describes (data, instructions, whatever), can be engineered to be more or less usable and error-prone. A language that has been carefully crafted to be highly usable (and hence not error-prone) is inherently less vulnerable than another language that, by its own design (lexicon, syntax, overall grammar) appears as more confusing to the user. Think of C, C# and Ada, for example.
The people who created XML took specific design decisions, and vulnerabilities can be determined from the inherent characteristics of XML itself.
This does not mean, however, that tools used to manipulate XML could not have their own vulnerabilities. It is the same case with any other tool that manipulates data expressed in any other language (a compiler processing C++ code, for instance).