How can I loop through a JavaScript object array?

It appears you may just have missed the "messages" property in the data, so the loop is likely iterating the root Object rather than the Array:

for (var key in data.messages) {
    var obj = data.messages[key];
    // ...
}

Unless data was set to messages before the given snippet.

Though, you should consider changing that to a normal for loop for the Array:

for (var i = 0, l = data.messages.length; i < l; i++) {
    var obj = data.messages[i];
    // ...
}