How to make an AJAX request from one subdomain to another?

Question

JavaScript

Hello.
I am somewhat behind the times and modern technologies and I am trying to understand: is it possible in 2014 to make an Ajax request from one of my subdomains to another?
Browsers are modern, there is full control over subdomains (including headers).
Hacks with iframes, jsonp, images with get parameters, etc. I know perfectly well. So the question is only about AJAX and CORS.
Thank you.

Answer 1

So you wrote everything correctly, we use CORS, we give the Access-Control-Allow-Origin header.
For example, in PHP:
script.php:

<?php
header('Access-Control-Allow-Origin: *');
echo 'Hello!';
?>

Now we can make a request to this script from absolutely any domain (for example, using jQuery):

$(function() {
   $.get('http://example.com/script.php', function(data) {
      alert(data); // Hello!
   });
});

Answer 2

No, but this is "not a bug, but a feature."
You are prohibited by default from processing requests from third-party resources. This allows you to protect yourself from processing requests for processing forms (for example) from the left server. Eliminates various stupid hacking possibilities like brute force, etc.
This will not be fixed because there is nothing to fix.