YQL is a query language that lets you retrieve data from across the web using an SQL-like syntax. By making a simple REST query using a standardized syntax, you can receive XML- or JSON-formatted data from a bunch of web service APIs. You can play around with YQL here.
I wrote a YQL wrapper in python which queries the Yahoo! Finance open data tables for financial data. Using this script, you can get current and historical financial info, news feeds, and options data for any ticker symbol.