Nginx – Set Access-Control-Allow-Origin in nginx using wildcard domain

Nginx has to be compiled with http://wiki.nginx.org/NginxHttpHeadersModule (default on Ubuntu and some other Linux distros). Then you can do this

location ~* \.(eot|ttf|woff|woff2)$ {
    add_header Access-Control-Allow-Origin *;
}

Woot! Got it.. It was pretty much what I suspected in my edit, I had to basically do the regex filename check in my sole location {} instead of making an alternative one.

    location / { 
            root /www/site.org/public/;
            index index.html;

            if ($request_filename ~* ^.*?/([^/]*?)$)
            {
                set $filename $1; 
            }

            if ($filename ~* ^.*?\.(eot)|(ttf)|(woff)$){
                add_header Access-Control-Allow-Origin *;
            }
    }