At present JQuery, the popular library for web development, is not capable of sitting inside of a Web Worker instance.  It probably isn’t a huge deal for most folks, but there might be cases where the JQuery syntax or utility functions would have been nice.  AJAX can still be handled in the traditional ways (and all browsers supporting Web Workers can use the proper JavaScript object and not the old IE Active-X hack).  And since it’s basically a background thread you can even use synchronous AJAX 😉

JQuery may get a new implementation or a sub-library that can handle being in a thread, but for now, don’t count on it inside web workers.