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Sub Demo()
    Dim XDoc As MSXML2.DOMDocument
    Dim xEmpDetails As MSXML2.IXMLDOMNode
    Dim xParent As MSXML2.IXMLDOMNode
    Dim xChild As MSXML2.IXMLDOMNode
    Dim query As String
    Dim Col, Row As Integer
    Dim objWS As New clsws_GlobalWeather

    Set XDoc = New MSXML2.DOMDocument
    XDoc.async = False
    XDoc.validateOnParse = False
    query = objWS.wsm_GetCitiesByCountry("india")

    If Not XDoc.LoadXML(query) Then  'strXML is the string with XML'
        Err.Raise XDoc.parseError.ErrorCode, , XDoc.parseError.reason
    End If
    XDoc.LoadXML (query)

    Set xEmpDetails = XDoc.DocumentElement
    Set xParent = xEmpDetails.FirstChild
    Worksheets("Sheet3").Cells(1, 1).Value = "Country"
    Worksheets("Sheet3").Cells(1, 1).Interior.Color = RGB(65, 105, 225)
    Worksheets("Sheet3").Cells(1, 2).Value = "City"
    Worksheets("Sheet3").Cells(1, 2).Interior.Color = RGB(65, 105, 225)
    Row = 2
    Col = 1
    For Each xParent In xEmpDetails.ChildNodes
        For Each xChild In xParent.ChildNodes
            Worksheets("Sheet3").Cells(Row, Col).Value = xChild.Text
            Col = Col + 1
        Next xChild
        Row = Row + 1
        Col = 1
    Next xParent
End Sub

In Microsoft Excel Office 2007 try installing "Web Service Reference Tool" plugin. And use the WSDL and add the web-services. And use following code in module to fetch the necessary data from the web-service.

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And just in case anyone is wondering: No, this isnt available on reasonably recent Excel versions. :(

I worked on a project that did that (see comment). Unfortunately no code samples from that one, but googling revealed these:

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@Justin Dearing: What makes you say VBA is deprecated anywhere ????

The question doesn't specify which version of excel is being used. However, VBA is being deprecated in 2007 and your method is correct.

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