Aside from offering JSON as a response format with callbacks, you can also specify XML as the response format. If in your query you specify a callback (callback=cbfunction) and also request the format be in XML (format=xml), then YQL returns a string representation of the XML within an array. Compare the following Yahoo! Local search for Indian restaurants in Sunnyvale, California using JSONP and JSONP-X callbacks, respectively:

JSONP Callback

JSONP-X Callback