Retrieving content from webpages

Is it possible, using asp, XML, java in an Applet or java/VB script running in a browser( WITHOUT installing dll’s etc to the server) to load a webpage from a server (other that the one the code runs on) and have access to the data. As for example, loading weather data from a page that lists cities and temperatures and extracting relevent data for a city. I know I can do it from a VB/Java application or with a COM object but can it be done without registering anything on the server?