Since the first publication of the "OWASP Top 10" (2004), cross-site scripting (XSS) vulnerabilities have always been among the top 5 web application security bugs. Black-box vulnerability scanners are widely used in the industry to reproduce (XSS) attacks automatically. In spite of the technical sophistication and advancement, previous work showed that black-box scanners miss a non-negligible portion of vulnerabilities, and report non-existing, non-exploitable or uninteresting vulnerabilities. Unfortunately, these results hold true even for XSS vulnerabilities, which are relatively simple to trigger if compared, for instance, to logic flaws. Black-box scanners have not been studied in depth on this vertical: knowing precisely how scanners try to detect XSS can provide useful insights to understand their limitations, to design better detection methods. In this paper, we present and discuss the results of a detailed and systematic study on 6 black-box web scanners (both proprietary and open source) that we conducted in coordination with the respective vendors. To this end, we developed an automated tool to (1) extract the payloads used by each scanner, (2) distill the "templates" that have originated each payload, (3) evaluate them according to quality indicators, and (4) perform a cross-scanner analysis. Unlike previous work, our testbed application, which contains a large set of XSS vulnerabilities, including DOM XSS, was gradually retrofitted to accomodate for the payloads that triggered no vulnerabilities. Our analysis reveals a highly fragmented scenario. Scanners exhibit a wide variety of distinct payloads, a non-uniform approach to fuzzing and mutating the payloads, and a very diverse detection effectiveness.