So we can finally host fonts in our Azure CDN!!!
This goes for anything else subject to cross-origin resource sharing restrictions.
So update your azure storage client library to (> 3.0) and do something like this:
var client = storageAccount.CreateCloudBlobClient();
var properties = client.GetServiceProperties();
var cors = new CorsRule();
cors.AllowedOrigins.Add("artfulhacker.com");
cors.AllowedMethods = CorsHttpMethods.Get;
cors.MaxAgeInSeconds = 3600;
properties.Cors.CorsRules.Add(cors);
client.SetServiceProperties(properties);
If you want to allow any parent calling domain use this instead:
cors.AllowedOrigins.Add("*");
More information on this can be found here:
http://msdn.microsoft.com/en-us/library/windowsazure/dn535601.aspx