That worked, thanks. In the \libraries\ folder I created a new directory called \XBee_Leo and copied XBee.h and XBee.cpp in there and renamed them to XBeeLeo.h and XBeeLeo.cpp. In the XBeeLeo.cpp I made the serial1 change and changed #include XBee.h to #include XBeeLeo.h. In my sketch I just changed the include from <XBee.h> to <XbeeLeo.h> and all is good.
It would be nice if one library could compile both Leonardo boards and non-Leonardo boards. I tried some stuff with #ifdef, but it didn't work. Here's what I tried:
First I changed added a #define to my sketch:
#define LEONARDO
#include <XBee.h>
In XBee.cpp, I changed
_serial = &Serial;
to
#ifdef LEONARDO
_serial = &Serial1;
#else
_serial = &Serial;
#endif
But this didn't work.