If it's really important, you could work around it by defining a string containing the script URL in front of each script tag:
<script type="text/javascript">SCRIPT_URL = "http://www.bar.com/script.js"</script>
<script src="http://www.bar.com/script.js" />
Inside the script file you can then access the URL
alert("my URL is "+SCRIPT_URL);
Not too elegant but should work.
You could also, if you have a server-side language like PHP and don't mind sending JS files through the interpreter (Big performance caveat!), do something like this within the JS file:
<script type="text/javascript">var my_url = "<? echo $_SERVER["REQUEST_URI"]; ?>"</script>
but that should really, really be the last resort.