Lazy load a script enqueued in a shortcode during and AJAX callback? Sure!

test-ajax-scripts.php

<?php
/**
 * Plugin Name: My Plugin
 */

class My_Plugin_Test_AJAX_Scripts {
	function __construct() {
		add_action( 'wp_enqueue_scripts', array( $this, 'wp_enqueue_scripts' ) );
		add_action( 'wp_head', array( $this, 'wp_head' ), 99 );

		add_action( 'wp_ajax_nopriv_my_action', array( $this, 'ajax_my_action' ) );
		add_action( 'wp_ajax_my_action', array( $this, 'ajax_my_action' ) );

		add_shortcode( 'foobar', array( $this, 'foobar' ) );
	}

	function foobar() {
		// Enqueue a script like a regular shortcode would, and hope it late inits in the footer.
		wp_enqueue_script( 'foo-script', plugins_url( 'test-ajax-scripts.js', __FILE__ ) );

		// Do something.
		return 'You say foo. I say bar.';
	}

	function ajax_my_action() {
		global $wp_scripts;

		$data = array();
		$data['content'] = apply_filters( 'the_content', '[foobar]' );
		$data['scripts'] = array();

		if ( ! empty( $wp_scripts->queue ) )
			foreach ( $wp_scripts->queue as $item )
				$data['scripts'][ $item ] = $wp_scripts->registered[ $item ]->src;

		echo json_encode( $data );
		die();
	}

	function wp_enqueue_scripts() {
		wp_enqueue_script( 'jquery' );
	}

	function wp_head() {
		?>
		<script>
		jQuery(document).ready(function($){
			$.post(ajaxurl, { action: 'my_action' }, function(response) {
				for (var handle in response.scripts) {
					var src = response.scripts[handle];

					// Look for an existing script with that src.
					if ( $('script[src^="' + src + '"]').length < 1 ) {
						var script = document.createElement('script');
						script.src = src;
						$('body').append(script);
					}
				}
			}, 'json');
		});
		</script>
		<?php
	}
}
new My_Plugin_Test_AJAX_Scripts;