This is because of the cross-domain policy, which, in sort, means that using a client-side script (a.k.a. javascript...) you cannot request data from another domain. Lucky for us, this restriction does not exist in most server-side scripts.
So...
Javascript:
$("#google-html").load("google-html.php");
PHP in "google-html.php":
echo file_get_contents("http://www.google.com/");
would work.
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