Yes, MarkLogic includes a full HTTP client and server so you can create and consume web services. In XQuery this would look like:

  xdmp:http-get("http://earthquake.usgs.gov/earthquakes/feed/v1.0/summary/2.5_month.geojson")

or in the upcoming release, you'll be able to do the same in server-side JavaScript (embedded V8):

  xdmp.httpGet("http://earthquake.usgs.gov/earthquakes/feed/v1.0/summary/2.5_month.geojson");

(Full disclosure: I’m a Product Manager at MarkLogic.)

I find this really convenient for quickly standing up web services and doing ETL-type logic that runs close to the data in the database.