BoldTech Systems just achieved CMMI Level 4 at their Hangzhou, China office, where I'm currently working as an agile coach. And they did so legitimately, while following essentially agile practices. I say legitimately because many companies appear to finagle a CMMI via a smoke-and-mirrors appraisal process. In fact, BoldTech's Hangzhou organization went from level 1 to level 4 in just 2 years.
BoldTech was a pioneer in the adoption of agile methodologies, practicing hard-core XP when I starting working there in 1999. And I do mean hard-core, including 100% pair programming. Since then, the methodology has evolved from pure XP fundamentalism to a pragmatic adaptation of agile techniques based on years of hard lessons learned. Some of the practices in the trenches are not nearly as agile as I would like them to be, but on the macro level it's definitely agile.
I'm not a big fan of CMMI, but that's primarily because it's so often misapplied to enforce a rigid process for the sake of the process, and not because the process provides value to customers. If you keep the right focus and do a sensible tailoring of the CMMI practice areas, you can be agile and CMMI compliant at the same time.