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I am using Internet Explorer 9 for testing and ajax requests do not work (in all other browsers they work).
I have that code:
$.ajax({
    type: "GET",
    url: "http://cep.correiocontrol.com.br/60441145.json",
    dataType: "json",
    success: function(data) { 
        alert('sucess');
    },
    error: function (request, status, errorThrown) {
        alert(errorThrown);
    } 
});
IE returns "NO TRANSPORT". I searched in forums and saw that the solution was to put, above the script:
jQuery.support.cors = true;
I added but in IE now returns "OBJECT ERROR". Someone has already gone through this?