Since this doesn't seem to have been done yet, I am going to suggest an answer from a purely information theoretical point of view:
Let X, Y be two random variables in {0,1}^n.
Let f(x,y) = x XOR y
Now, H(X,Y) = H(X)+H(Y|X) = H(Y)+H(X|Y), and since the information entropy is always nonnegative, we have H(X,Y)>=H(X) and H(X,Y)>=H(Y). So the join random variable (X,Y) has at least as much entropy as each individual random variable alone (equality occurs when one random variable perfectly depends on the other).
However, when you apply a function to a random variable, you reduce its entropy (no reduction if f is bijective, but this is certainly not true for our case), so we have H(f(X,Y)) < H(X,Y). A proof is here (question two).
Now, the question of OP is whether it is possible to make H(f(X,Y)) bigger than both H(X) and H(Y)? The answer is yes.
We write X as (X_1, ..., X_n) and Y as (Y_1, ..., Y_n). Now consider an extreme case where X_1 is constant and the rest of the bits are iid Bernoulli with p=0.5, and Y_1 is Bernoulli with p=0.5 and independent of X, while the other bits of Y are constant, then H(X) = n-1, H(Y) = 1, and H(f(X,Y)) = n, greater than both H(X) and H(Y).
This may not be a very interesting answer, but I think it does answer exactly what the OP asks.
EDIT:
I think a question the OP also has in mind is: is it possible to get a random number worse than both inputs when we do this? The answer is also yes.
Consider X Bernoulli with p=0.5. And Y = NOT X. Before combining X and Y, we get H(X) = H(Y) = 1. But, X XOR Y == 1, so H(f(X,Y)) = 0 ! Oops ...
So definitely don't just arbitrarily XOR two random numbers and expect to get a better one out of it.
EDIT 2:
An interesting discussion below brought up an important question: if X and Y are independent, is X XOR Y at least as random as both X and Y? Mark is absolutely right: the answer is yes.
Here is why:
First note that for any two random variables U and V, we have H(U)>=H(U|V). Equality holds when U and V are independent. Intuitively, this means that knowing something about V never hurts if we are trying to find out where U is. A formal proof reduces H(U)-H(U|V) to a KL divergence, which is always nonnegative.
Now, using the same notation as above, we have:
H(f(X,Y),X) = H(f(X,Y)|X)+H(X) = H(X|f(X,Y))+H(f(X,Y))
Since for any fixed x, we have H(f(x,Y)) = H(Y) (warning: not true for arbitrary f, but we have this since we defined f(x,y) to be x XOR y), we have H(f(X,Y)|X) = H(Y), and this gives us:
H(X)+H(Y) = H(X|f(X,Y))+H(f(X,Y))
But since H(X)>=H(X|f(X,Y)), we have:
H(Y)<=H(f(X,Y))
and by symmetry:
H(X)<=H(f(X,Y))
So that's the good news. The bad news is: testing for independence is probably not any easier than testing for randomness, if not more difficult. So it doesn't help us as much as it seems.
btw, how does everyone feel about asking SE to enable MathJax here so that we can do some serious math when needed?