ever-growing comment thread on Microsoft's support forums repeatedly mentions difficulties with Dark Souls and Age of Empires Online, but that could simply be due to the popularity of those games.
"Starting from last night - some of our users are experiencing an issue connecting, in game, to games that they have previously had no issues with. We are aware of this issue and are looking into what is causing it and for a resolution," noted a Microsoft moderator prior to the weekend.
Workarounds to the issue appear to be inconsistent, and don't seem to guarantee the problem will be resolved. We'll update if we hear about a resolution.