I ran across something the other day that made wonder about doing range requests using ajax. For some reason it wasn't obvious at first if this would be easy but as it turns out it is.
If you aren't familiar with range requests head over to the HTTP RFC and check out the range header. Your web server needs to support range requests for this to be useful but most do so that shouldn't be a huge issue. As a bonus you will find that some CDNs support range request as well (Amazon S3 for example).