Making JavaScript call across domains

Question

Here\'s the goal:

Hand off a script tag that references a JavaScript file on a remote server. That JavaScript file should return HTML that will then be displayed on

Answer 1

JSONP is a very common way to deal with same origin policy. Since most javascript frameworks (e.g., jquery) already support it, you don't have to get into technical details to use it.
You can also do the trick yourself by constructing script tag from javascript (as you mentioned). Google Analytics code snippet is an example of such approach:

      var ga = document.createElement('script');
      ga.type = 'text/javascript';
      ga.async = true;
      ga.src = 'url here';
      var s = document.getElementsByTagName('script')[0];
      s.parentNode.insertBefore(ga, s);

As for iframe idea (if I understand you currectly), it's not gonna work. You can use iframe element on your page to display content from another server, but browser won't let you access it from main page using javascript.

edit
This original proposal details JSONP usage:
http://bob.pythonmac.org/archives/2005/12/05/remote-json-jsonp/