Browsing through the appendix of Colin Moock's excellent ASDG2 I noticed a new command addRequestHeader() that was added with the release of the Flash Player 6.0.65.0. As Macromedia only mentioned this once in their release notes, it looks like this command has already been forgotten again. At least I get that impression looking at those 5 results Google returns me: here, here or here.

So as a little reminder and for further reference here's what addRequestHeader is good for, right from the source:

Customization of HTTP headers
The XML and LoadVars objects can both generate POST actions. Each of these classes have new methods to allow authors to specify custom values for HTTP headers for the POST action: addRequestHeader (<header name>, <header value>), and addRequestHeader (<headers>). In the first case, multiple calls are supported. If multiple calls are made to set the same header name, each successive value will replace the value set in the previous call. In the second case, <headers> is an array of strings, alternating header names and header values. The array will be parsed out as if it were a series of calls to the simpler form of the method, and the same rules will be applied to multiple uses of a header name.

myXML.addRequestHeader("SOAPAction", "\"Foo\"");

var headers = ["Content-Type", "text/plain", "X-ClientAppVersion", "2.0"];
myXML.addRequestHeader(headers);