We introduce the notion of XML Stream Attribute Grammars (XSAGs). XSAGs are the first scalable query language for XML streams (running strictly in linear time with bounded memory consumption independent of the size of the stream) that allows for actual data transformations rather than just document filtering. XSAGs are also relatively easy to use for humans. Moreover, the XSAG formalism provides a strong intuition for which queries can or cannot be processed scalably on streams. We introduce XSAGs together with the necessary language-theoretic machinery, study their theoretical properties such as expressiveness and complexity, and discuss their implementation.