In order to make Cross Domain calls in Silverlight 2 applications, the server you wish to download data from must have a Policy File in place that allows access to your site.
I just wrote a handy little utility to quickly determine whether or not a site has any cross domain policy files.
The Silverlight Cross Domain Policy File Checker has a long name, but it's really simple to use.
Just enter the domain you'd like to examine and click Examine Domain.
It checks the site and tells you whether or not a file exists at that URL.
It even looks for the Flash CrossDomain.xml file, which Silverlight also uses.
If the utility finds a file, then it displays the contents of the file in a text box for easy copying and pasting.
If there are no Cross Domain Policy files or the policy files do not allow HTTP requests from your domain, then you'll need to use a proxy like the one I wrote.
What's particularly interesting is to see the URLs that sites have granted cross domain access to.
For example, Twitter has allowed cross domain access from the following domains:
I wonder what other surprises lie hidden in other site's cross domain files.