I am not sure if this is easily possible with the existing
SAXON code & Parser, but it would be nice to have some sort
of XInclude support.
I know that Aelfred has rudimentary support for XInclude,
but AFAIK it is not accessible for SAXON.
Possibly, http://www.ibiblio.org/xml/XInclude/ could give a
hint on this as well. As far as I understood, it "extends"
Xerces by a (SAX) XMLFilter Implementation that takes care
of the XInclude handling.
PS: Michael, if there is currently a direct way to include
XInclude with SAXON 6+, then let me know if possible.