Use XDomain instead. However, if you MUST use CORS:

IE8/9 CORS Polyfill

https://cors-test.appspot.com/test (cross domain)
loading...
example2.txt (same domain)
loading...

Warning: Due to limitations with IE's XDomainRequest:

1. requests MUST use the protocol of the current page

2. only these 3 events work: 'progress','timeout','error'

3. request headers do not work, and only the content-type response header works

4. only GET or POST may be used requests

5. requests must be async


Usage Guide

1. Include XHook

2. Install this before-hook

3. Make normal XMLHttpRequests, if user has crossdomain and IE8/9, they will be silently swapped out for XDR