Research on Extended Reality (XR) and Artificial Intelligence (AI) is booming, which has led to an emerging body of literature in their intersection. However, the main topics in this intersection are unclear, as are the benefits of combining XR and AI. This paper presents a scoping review that highlights how XR is applied in AI research and vice versa. We screened 2619 publications from 203 international venues published between 2017 and 2021, followed by an in-depth review of 311 papers. Based on our review, we identify five main topics at the intersection of XR and AI, showing how research at the intersection can benefit each other. Furthermore, we present a list of commonly used datasets, software, libraries, and models to help researchers interested in this intersection. Finally, we present 13 research opportunities and recommendations for future work in XR and AI research.