Many of the upcoming generation of browsers (FF 3.1, IE8) are going to support cross-domain XMLHttpRequests in one fashion or other (with security concerns, as long as the server opts in, etc).
Is the same bit of functionality going to be in WebKit?
FF: https://developer.mozilla.org/en/Cross-Site_XMLHttpRequest
IE: http://blogs.msdn.com/ie/archive/2008/06/23/securing-cross-site-xmlhttprequest.aspx
I think this is really up to the standard (http://www.w3.org/TR/XMLHttpRequest/) rather than the browsers framework, or javascript engine.
In fact I fully disagree with Microsofts decision to implement their own stuff that has nothing to do with the W3C standard. The web is a mess today mostly because of Microsofts ugly implementation of things.
As per WebKit, they seem to be pretty up-to-date with W3C.
Here's also a good article about this: http://ajaxian.com/archives/the-fight-for-cross-domain-xmlhttprequest
If you're looking for other ways to communicate cross-domain using ajax style (without using the XMLHttpRequest object), you should check out JSONP, it is currently fully supported on all browsers.
Basic support for this was added to WebKit in May (see this patch). There are have been a number of other patches since then cleaning it up and refactoring bits of WebKit to deal with the changes entailed as well as tracking changes to the spec. Since the spec had changes recently (and webkit was updated with them 3 days ago) I think it is safe to assume no currently shipping browsers support it, but that most of them will in the future, and the current WebKit nightlies are tracking the standard fairly closely.