First of all, are you really sure that you are using utf-8 ?
what I understand:
you got some web file which through Ajax or in similar fashion gets contents of XML file (wherever it would be)
then you want to use some contents of the xml file ?
if you are sure that XML file that you read got coding set then the problem lay in your script which must work in different coding
on your website that you have script on you must set proper coding using appropriate style for the document you use
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en">
<meta http-equiv="Content-Type" content="text/html;charset=utf-8" />