Using the Google Feeds API

ajax-feeds.js

// Load the feeds library, version 1
google.load("feeds", "1");

// Callback function
function initialize() {
    // The feed we want to load
    var feed = new google.feeds.Feed("http://www.digg.com/rss/index.xml");
    // Load the feed
    feed.load(function(result) {
        if (!result.error) {
            var container = document.getElementById("feed");
            for (var i = 0; i < result.feed.entries.length; i++) {
                var entry = result.feed.entries[i];
                var div = document.createElement("div");
                div.appendChild(document.createTextNode(entry.title));
                container.appendChild(div);
            }
        }
    });
}

// Set the callback function
google.setOnLoadCallback(initialize);