Build menu from MS Word XML
Looks fine (maybe some stricter formatting could help readibility, but not an issue), so I'll suggest completely optional improvements that might help spotting important improvements.

As a general principle, try to be ready for bogus values in your input so you can avoid generating nonsense. Being more robust will also make reusing your code for somewhat different tasks easier.

$.ajax({
/// [...]
    success:function(results){
/// [...]
        $(results).find("[nodeName=w:p]").each(function(){
            if($(this).find("[nodeName=w:pStyle]").attr('w:val') == 'ListParagraph'){
                var liValue = $(this).find("[nodeName=w:t]").text();
/// -^ What if the input has an empty value here? Skip? 

                var hyper = $(this).find("[nodeName=w:hyperlink]").attr('r:id');
                var placeAtDepth = parseInt($(this).find("[nodeName=w:ilvl]").attr('w:val'), 10);
/// -^ parseInt can return a NaN, maybe you want to bail out in that case?
///    Should also handle some bogus results for .find.

                if(placeAtDepth &gt; currentDepth){
                    $(".menuLvl"+ currentDepth).append('&lt;ul class="menuLvl'+ placeAtDepth +'"&gt;');
                }

                currentDepth = placeAtDepth;

                //Determine if we have an hyperlink
                if(hyper != null){
                    var link = $(results).find('Relationship[Id='+hyper+']').attr('Target');
/// -^ This can result in an invalid link for broken input. But what if
       the input is malicious (JS hrefs)? 

                    liValue = '&lt;a href="'+ link +'"&gt;'+ liValue +'&lt;/a&gt;';