Many of the answers here are wrong. It seems people figure out what was causing status==0 in their particular case and then generalize that as the answer.
Practically speaking, status==0 for a failed XmlHttpRequest should be considered an undefined error.
The actual W3C spec defines the conditions for which zero is returned here: https://fetch.spec.whatwg.org/#concept-network-error
As you can see from the spec (fetch or XmlHttpRequest) this code could be the result of an error that happened even before the server is contacted.
Some of the common situations that produce this status code are reflected in the other answers but it could be any or none of these problems:
What would be helpful would be for browsers to provide detailed error reporting for more of these status==0 scenarios. Indeed, sometimes status==0 will accompany a helpful console message, but in others there is no other information.