RapidXML is a single-header (multiple headers if you want extra functionality) ultra-lightweight, ultra-fast implementation. It can operate in "destructive" mode, that means by setting pointers right into the XML and possibly overwriting some, avoiding all extra memory allocations and data copies.
tinyxml is not precisely single-header, but it is still fairly lightweight compared to other parsers. I've used it for half a decade without ever encountering an issue. The author has recently started with "tinyxml-2", which is supposedly better and even more lightweight, but I've not had occasion to actually try that one yet.