Loading ...Just replace the URL in the fetch_rss line below with the RSS feed to your Twitter favorites. In fact this will work with any RSS feed.
<?php
include_once(ABSPATH . WPINC . '/feed.php');
$rss = fetch_feed('http://twitter.com/favorites/793830.rss');
$maxitems = $rss->get_item_quantity(3);
$rss_items = $rss->get_items(0, $maxitems);
?>
<ul>
<?php if ($maxitems == 0) echo '<li>No items.</li>';
else
// Loop through each feed item and display each item as a hyperlink.
foreach ( $rss_items as $item ) : ?>
<li>
<a href='<?php echo $item->get_permalink(); ?>'>
<?php echo $item->get_title(); ?>
</a>
</li>
<?php endforeach; ?>
</ul>