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Mit der folgende Methoden lässt sich ein Microsoft ReportViewer mit Daten aus einem XML File befüllen und anzeigen.
Den Report an sich kann man bequem im Visual Studio erstellen und abspeichern. Databindings und dergleichen sind nicht notwendig.

Die untere Methode ermöglicht das Speichern eines Reports als PDF-Datei.

Public Sub ShowReportViewer(ByVal aXMLFilename As String, ByVal aReportFilename As String, _
                              ByVal aDatasetName As String, ByVal aTableName As String, _
                              ByVal aDataTableIndex As Integer, _
                              Optional ByVal DoSaveReport As Boolean = False, Optional ByVal SaveReportAsFilename As String = "")
 
    If Not System.IO.File.Exists(aXMLFilename) Then
      MsgBox(String.Format("Die XML Datenquelle ""{0}"" wurde nicht gefunden!", aXMLFilename), MsgBoxStyle.Critical)
      Exit Sub
    End If
 
    If Not System.IO.File.Exists(aReportFilename) Then
      MsgBox(String.Format("Die Report Vorlage ""{0}"" wurde nicht gefunden!", aReportFilename), MsgBoxStyle.Critical)
      Exit Sub
    End If
 
    ' Create new DataSet and load Data from aXMLFilename into it
    Dim ds As New DataSet()
    ds.DataSetName = aDatasetName
    ds.ReadXml(aXMLFilename)
 
    ' Create Form
    Dim frm As New Windows.Forms.Form
    frm.StartPosition = Windows.Forms.FormStartPosition.CenterParent
    frm.Height = 400
    frm.Width = 400
 
    ' Create Report Data Source
    ' The most important part here is aDatasetName & "_" & aTablename
    Dim rds As New Microsoft.Reporting.WinForms.ReportDataSource(aDatasetName & "_" & aTableName, ds.Tables(aDataTableIndex))
 
    ' Create ReportViewer
    Dim rv As New Microsoft.Reporting.WinForms.ReportViewer
    rv.Dock = Windows.Forms.DockStyle.Fill
 
    ' Add ReportViewer to Form
    frm.Controls.Add(rv)
 
    ' Load Report Definition File
    Dim fs As New System.IO.FileStream(aReportFilename, IO.FileMode.Open)
    rv.LocalReport.LoadReportDefinition(fs)
 
    ' Add Report Data Source
    rv.LocalReport.DataSources.Clear()
    rv.LocalReport.DataSources.Add(rds)
    rv.RefreshReport()
    ' Save Report as File?
    If DoSaveReport Then
      SaveReport(rv.LocalReport, SaveReportAsFilename)
    End If
    ' Finally Show Form
    frm.ShowDialog()
  End Sub

Public Sub SaveReport(ByVal aLocalReport As Microsoft.Reporting.WinForms.LocalReport, ByVal aFilename As String, Optional ByVal aRenderFormat As String = "PDF")
    ' Todo: Check if aFilename already exists and prompt user to overwrite/skip
    Dim warnings As Microsoft.Reporting.WinForms.Warning() = Nothing
    Dim streamids As String() = Nothing
    Dim mimeType As String = Nothing
    Dim encoding As String = Nothing
    Dim extension As String = Nothing
    Dim bytes As Byte()
    Try
      bytes = aLocalReport.Render(aRenderFormat, Nothing, mimeType, encoding, extension, streamids, warnings)
      Dim fs As New IO.FileStream(aFilename, System.IO.FileMode.Create)
      fs.Write(bytes, 0, bytes.Length)
      fs.Close()
    Catch ex As Exception
      ' AddToLog(ex.Message)
    End Try
  End Sub

Beispielaufruf:

Public Sub Test()
    ShowReportViewer("C:\test.xml", "C:\repMain.rdlc", "NewDataSet", "Table", 0, True, "C:\test.pdf")
  End Sub

Ergänzung vom 17.02.2012:

Hier noch ein Beispiel, wie man einen Microsoft Report als eingebettete Ressource verwendet, den Report also nicht per Dateinamen angeben muss:

Dim bs As New System.Windows.Forms.BindingSource
    bs.DataMember = "dtReportDetails"
    bs.DataSource = Me
 
    Dim rds As New Microsoft.Reporting.WinForms.ReportDataSource("dsReport_dtReportDetails", bs)
 
    Dim rvMain As New Microsoft.Reporting.WinForms.ReportViewer
    rvMain.LocalReport.DataSources.Add(rds)
    rvMain.LocalReport.ReportEmbeddedResource = "Controlling.Neukunden.repSantaFuck.rdlc"
    rvMain.Dock = System.Windows.Forms.DockStyle.Fill
    rvMain.TabIndex = 0
    rvMain.RefreshReport()
 
    Dim frm As New Windows.Forms.Form
    frm.Controls.Add(rvMain)
    frm.StartPosition = Windows.Forms.FormStartPosition.CenterScreen
    frm.WindowState = Windows.Forms.FormWindowState.Maximized
    frm.ShowDialog()