There is an experimental implementation of that feature, called "First Party Isolation", in Firefox today. You just need to set the `privacy.firstparty.isolate` pref = true in about:config.
With this pref enabled, advertiser X will serve you different cookies on site A and B. They won't be able to track your browsing history from site to site. However, this breaks a lot of sites that depend on third-party services for login authentication or comment systems.
Here is the Firefox bug where you can report broken sites:
https://bugzilla.mozilla.org/show_bug.cgi?id=1299996