A couple of great links have been contributed in comments here:

About eBay's XML API (and its big time fees for use): eBay API Fees May Impact Sellers' Bottom Line (minimum: $6k setup/certification, then $6.50/1000 calls.) [thanks andrew!]

Another independent example (using Microsoft technology) for working with the new free, yet limited, Amazon XML API at PerfectXML: Amazon.com Associates XML Interface. [thanks allan!] This example also provides more technical detail about the API.

There are more good pieces of the-state-of-APIs puzzle in the comments.