Edit in JSFiddle

var RESPONSE = "<div><span class='foo'>This is a span</span><script>alert('I ran a script');</scr"+"ipt></div>";

var foo = $("#foo"), bar = $("#bar"), bam = $("#bam");

setTimeout(function() {
   $.ajax({
      url:"/echo/html/",
       type:"POST",
       data:{html:RESPONSE},
       success:function(data) {
        foo.html(data);
        }
   });
},500);
setTimeout(function() {
    bar.load("/echo/html/",{html:RESPONSE},function(data) {
       console.log(data);
    });
},1000);

setTimeout(function() {
    bam.load("/echo/html/ div",{html:RESPONSE},function(data) {
       console.log(data);
    });
},1500)
Regular $.ajax()
<div id="foo">
I am the Foo Div
</div>

Regular $.fn.load
<div id="bar">
I am the Bar Div
</div>

$.fn.load with Selector
<div id="bam">
I am the Bam Div
</div>
div {
 border:1px solid #000;
  padding:1em;  
}