Example of (a) successfully executing a cross-domain XHR from the PhantomJS outer context to a wildcard CORS-enabled site; and (b) failing to execute a cross-domain XHR from the PhantomJS outer context to a site that is not CORS-enabled.

phantomjs-xhr.js

var urls = [
    /* Wildcard CORS enabled - Works in PhantomJS 1.9.0 */
    'http://updates.html5rocks.com',
    /* CORS disabled - Fails in PhantomJS 1.9.0 (and every other version) */
    'http://www.google.com',
    /* Hack workaround? */
    /*
    function(httpGet, callback) {
        phantom.page.settings = (phantom.page.settings || {});
        phantom.page.settings.webSecurityEnabled = false;
        phantom.page.setContent(phantom.page.content, phantom.page.url);
        httpGet('http://www.google.com', callback);
        console.log('waiting...');
    }
    */
];

phantom.onError = function(msg, trace) {
    var msgStack = ['PHANTOM ERROR: ' + msg];
    if (trace) {
        msgStack.push('TRACE:');
        trace.forEach(function(t) {
            msgStack.push(' -> ' + (t.file || t.sourceURL) + ': ' + t.line + (t.function ? ' (in function ' + t.function +')' : ''));
        });
    }
    console.error(msgStack.join('\n'));
    phantom.exit(1);
};

function httpGet(url, callback) {
    var xhr = new XMLHttpRequest();
    xhr.addEventListener('load', function() {
        callback.call(xhr, null);
    });
    xhr.addEventListener('error', function(err) {
        callback.call(xhr, err || new Error('HTTP error!'));
    });
    xhr.open('GET', url, false);
    xhr.send(null);
}

var next = (function() {
    var counter = 0;
    var onCallback = function(err) {
        console.log('GET ' + urls[counter]);
        if (err) {
            console.error('XHR Error!');
            console.error('status: ' + this.status + ' (' + this.statusText + ')');
            console.error('body:\n' + this.responseText + '\n');
        }
        else {
            console.log('XHR Loaded');
            console.log('status: ' + this.status + ' (' + this.statusText + ')');
            console.log('body size: ' + this.responseText.length + '\n');
        }

        // Continue
        counter++;
        next();
    };

    // implementation: `next`
    return function() {
        var url = urls[counter];
        if (url) {
            if (typeof url === 'string') {
                httpGet(url, onCallback);
            }
            else if (typeof url === 'function') {
                url(httpGet, onCallback);
            }
            else {
                throw new TypeError('urls[' + counter + '] was of an unexpected type: ' + (typeof url));
            }
        }
        else {
            phantom.exit(0);
        }
    }
})();

next();

This example not worked when I tried in 1.9.8 and 2.0.0.

Output in 1.9.8:
GET http://updates.html5rocks.com
XHR Error!
status: 0 ()
body:

GET http://www.google.com
XHR Error!
status: 0 ()
body:

Output in 2.0.0:
GET http://updates.html5rocks.com
XHR Loaded
status: 0 ()
body size: 0

GET http://www.google.com
XHR Loaded
status: 0 ()
body size: 0

Is XmlHttpRequest not worked in phantomjs?