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While the basic text and images of your site would be delivered in XHTML, you might additionally provide an RSS [webmasterworld.com] feed, deliver multimedia using SMIL [webmasterworld.com], or access external systems using SOAP [webmasterworld.com], for three examples.
Some desktop applications you use may write XML files, although they do not explicitly say so. Your calendar program may understand xCal; QuickBooks writes qbXML, and Microsoft Office has a whole family of XML languages. In the corporate and academic worlds, XML has many specialized, heavy duty, non-web uses such as corporate financial reporting (XBRL), tagging Sumerian literature (ETCSL), and even facilitating environmentally friendly building construction (gbXML).