Missing support for Cross-Origin Resource Sharing headers is a big problem for some applications. For example, drawing images to a canvas from s3/cloudfront will unavoidably taint your canvas. (https://developer.mozilla.org/en/CORS_Enabled_Image)
Right now I'm proxying image requests to s3 through nginx, which is a terrible workaround.
The AWS forums has a topic on the issue started in 2009 (~200 replies so far...): https://forums.aws.amazon.com/thread.jspa?threadID=34281