Make a fake API for Zend_Http_Client which mimics XMLHttpRequest: http://en.wikipedia.org/wiki/XMLHttpRequest

PECL HTTP extension can be used as alternative http backend. http://pecl.php.net/package/pecl_http

Another one http://sourceforge.net/projects/snoopy/

Snoopy is rather dated. It may be wise to design this functionality to use drivers so that Zend_Http_Client, pecl_http, snoopy, or whatever HTTP client library you prefer can be used by simply writing an appropriate driver.

What do you mean by "rather dated" ? One of the purpose of XHR API for HTTP client is ability to switch the client to any other which supports XHR API. I think this is what you've just proposed. Another benefit is API unification with JS.