Yes. I should test in both XL8/97 and XL2K before posting. I had written and
tested pull under XL8/97, and it seems XL2K and later may handle some things
differently. See the comments for details. This version works with the
sample workbooks you sent me.

'----- begin VBA -----
Function pull(xref As String) As Variant
  'inspired by Bob Phillips and Laurent Longre
  'but written by Harlan Grove
  '-----------------------------------------------------------------
  'Copyright (c) 2003 Harlan Grove.
  '
  'This code is free software; you can redistribute it and/or modify
  'it under the terms of the GNU General Public License as published
  'by the Free Software Foundation; either version 2 of the License,
  'or (at your option) any later version.
  '-----------------------------------------------------------------
  '2004-05-30
  'still more fixes, this time to address apparent differences between
  'XL8/97 and later versions. Specifically, fixed the InStrRev call,
  'which is fubar in later versions and was using my own hacked version
  'under XL8/97 which was using the wrong argument syntax. Also either
  'XL8/97 didn't choke on CStr(pull) called when pull referred to an
  'array while later versions do, or I never tested the 2004-03-25 fix
  'against multiple cell references.
  '-----------------------------------------------------------------
  '2004-05-28
  'fixed the previous fix - replaced all instances of 'expr' with 'xref'
  'also now checking for initial single quote in xref, and if found
  'advancing past it to get the full pathname [dumb, really dumb!]
  '-----------------------------------------------------------------
  '2004-03-25
  'revised to check if filename in xref exists - if it does, proceed;
  'otherwise, return a #REF! error immediately - this avoids Excel
  'displaying dialogs when the referenced file doesn't exist
  '-----------------------------------------------------------------

  Dim xlapp As Object, xlwb As Workbook
  Dim b As String, r As Range, C As Range, n As Long

  '** begin 2004-05-30 changes **
  '** begin 2004-05-28 changes **
  '** begin 2004-03-25 changes **
  n = InStrRev(xref, "\")

  If n > 0 Then
    If Mid(xref, n, 2) = "\[" Then
      b = Left(xref, n)
      n = InStr(n + 2, xref, "]") - n - 2
      If n > 0 Then b = b & Mid(xref, Len(b) + 2, n)

    Else
      n = InStrRev(Len(xref), xref, "!")
      If n > 0 Then b = Left(xref, n - 1)

    End If

    '** key 2004-05-28 addition **
    If Left(b, 1) = "'" Then b = Mid(b, 2)

    On Error Resume Next
    If n > 0 Then If Dir(b) = "" Then n = 0
    Err.Clear
    On Error GoTo 0

  End If

  If n <= 0 Then
    pull = CVErr(xlErrRef)
    Exit Function
  End If
  '** end 2004-03-25 changes **
  '** end 2004-05-28 changes **

  pull = Evaluate(xref)

  '** key 2004-05-30 addition **
  If IsArray(pull) Then Exit Function
  '** end 2004-05-30 changes **

  If CStr(pull) = CStr(CVErr(xlErrRef)) Then
    On Error GoTo CleanUp   'immediate clean-up at this point

    Set xlapp = CreateObject("Excel.Application")
    Set xlwb = xlapp.Workbooks.Add  'needed by .ExecuteExcel4Macro

    On Error Resume Next    'now clean-up can wait

    n = InStr(InStr(1, xref, "]") + 1, xref, "!")
    b = Mid(xref, 1, n)

    Set r = xlwb.Sheets(1).Range(Mid(xref, n + 1))

    If r Is Nothing Then
      pull = xlapp.ExecuteExcel4Macro(xref)

    Else
      For Each C In r
        C.Value = xlapp.ExecuteExcel4Macro(b & C.Address(1, 1, xlR1C1))
      Next C

      pull = r.Value

    End If

CleanUp:
    If Not xlwb Is Nothing Then xlwb.Close 0
    If Not xlapp Is Nothing Then xlapp.Quit
    Set xlapp = Nothing

  End If