If you want something more like require, you can do this:
var http = require('http')
  , vm = require('vm')
  , concat = require('concat-stream') 
  , async = require('async'); 
function http_require(url, callback) {
  http.get(url, function(res) {
    // console.log('fetching: ' + url)
    res.setEncoding('utf8');
    res.pipe(concat({encoding: 'string'}, function(data) {
      callback(null, vm.runInThisContext(data));
    }));
  })
}
urls = [
  'http://example.com/nodejsmodules/myModule1.js',
  'http://example.com/nodejsmodules/myModule2.js',
  'http://example.com/nodejsmodules/myModule3.js',
]
async.map(urls, http_require, function(err, results) {
  // `results` is an array of values returned by `runInThisContext`
  // the rest of your program logic
});