THere is the undocumented wxXmlDocument. Check out the wxrc compiler source. However, the developers of wxwidgets say that wxXmlDocument's API will be changed in the future and they recommend not to use it in current applications. According to them, the class is only meant for use by wxrc. But, if you want, you could always use that.
Also, you can look at xml4wxwindows at http://xml4wxwindows.sourceforge.net/.