I have posted a query to the xml-dev mailing list asking about a summary of XML parser attacks.
So far I only got to hear about the "exploding entity": which is something you'd get when your XML instance contains some DTD declaration which defines entities in a recursive manner such that the final tokens that result from the definition never get recognized due to the left production nature of the definition. This results in a memory usage by the XML processor which might end up crashing it while parsing the XML instance trying to resolve the entity definition. This kind of an attack is usually being referred to as an XML Bomb.
Here's an example, extracted from Hardening Network Security, chapter 5:
<!DOCTYPE foobar [
<!ENTITY x0 "hello">
<!ENTITY x1 "&x0;&x0;">
<!ENTITY x2 "&x1;&x1;">
<!ENTITY x3 "&x2;&x2;">
<!ENTITY x4 "&x3;&x3;">
<!ENTITY x98 "&x97;&x97;">
<!ENTITY x99 "&x98;&x98;">
<!ENTITY x100 "&x99;&x99;">
A known buzzword is the XXE (Xml eXternal Entity) Attack: This is a fancy name for an attack on some application which parses XML, as part of its implementation, and is parsing XML data from some untrusted sources, which may lead to a denial of service (DoS) attack, exposure of sensitive information, or some other damage to the application or the infrastructure that it uses. This can happen, for example, when referring to some entity which is being defined as an access to some local file (e.g., some password file...). Processing of file inclusions and other attachments can be considered an XXE.
Another buzzword is XDoS: XML Denial of Service. This is a term to describe attacks on an XML parser which result in causing it to consume too much memory, slow down operations, or just work for nothing. It might also refer to cases where the DoS is on some other component of the application and the XML was the took for facilitating the attack.
Additional attacks are: signature redirects ...