Following on Steve (YSlow) Souder's evangelism, my site (LibraryThing.com) splits requests across domains to facilitate parallel loading. We do CSS, JS and images; you can also do Flash, etc. We also use Google's version of Prototype, which is cross-domain, not just cross-subdomain.
This is all great for speed, but for a small percent of users, it's going wrong. I think the problem is overzealous security settings, probably in IE, but perhaps in other browsers and/or upstream systems as well. I'm amazed Souders and others don't discuss this, as we get it a lot.
The question is: What is the best way to handle this?
Right now, when it hits the bottom of the page we're checking to see if some JS variable, declared in a script that should have loaded, is set. If it isn't set, it gets it from the main domain and sets a cookie so next time it won't load it from the subdomain. But we're only reloading the JS at the bottom, so if the CSS also failed, you're looking at junk.
Does anyone have a better or more generalized solution? I'm thinking that there could be a general "onload" or "onerror" script that sets the cookie AND loads the content?