Adding few more points to Salil's answer:
- Requirements/Changes are well documented in Scrum in terms of stories created by product owner but in XP it is not. This can cause conflict at later stages (UAT).
- Scrum is an agile project management methodology but XP is an agile software development methodology.
So in short, when mixing Scrum and XP, which is by far the most common mix, you use all of Scrum's management artifacts, e.g. Sprints, daily Scrums, retrospectives, burn down charts, and so on, and add XP's TDD, refactoring, pair-programming and JIT design via User Stories.