Someone once asked the chat developer (balpha) this very question...
@balpha Very serious question. Is there anywhere that I can read up on how you guys got OneBox to work? Are you using the API and then formatting?
@Diago which oneboxes specifically?
the SE question, answer and user oneboxes just use the public SE API
(including the styling information from stackauth)
wikipedia has a public API too
amazon has an api (not with anonymous access, though)
twitter has a public API
in the Chat Feedback chatroom on MSO, Sep. 10, 2010