>>Installed XML on both server and locally?

Not exactly sure what's installed on the server(s) in terms of XML, but I get exactly the same results when I connect to the local SQL Server instance, as when I connect to a remote server.

To reproduce it, I just need to run

SELECT 1 example FOR XML RAW

from query analyser. Works when we don't show the execution plan, and fails (to return a resultset) when we do show the plan. However, the execution plan is actually shown and looks valid.

The setup across all servers I've tried this on is broadly, W2K SP4, SQL2k SP3.

I'll try it again from a different client machine and see what happens.