Still pulling information from XML to insert into Word Document inside 3rd party application
I see one point that seems almost obvious enough that I'm worried I might be missing something. A For Each is "smart" enough that its body isn't executed at all for an empty collection, so you can eliminate the test for the list having a length of 0:

Dim phoneNode
Dim phoneNodeList
ReturnData = ""

Set phoneNodeList = XmlDoc.SelectNodes("/Record/Case/CaseFormsLoad/PartyLoad/Party/PartyPhones/Phone")
For Each phoneNode In phoneNodeList
    If phoneNode.GetAttribute("ConfidentialFlag") = "True" Then
        ReturnData = ReturnData &amp; phoneNode.Getattribute("PhoneNum") &amp; VbCrLf
    End If
Next