Re: Brent:

As one of the pingbacks above your message points out, cross-site caching is no longer something you can expect. Browsers either have implemented (WebKit) or plan to implement (Blink, Gecko) double- or even triple-keyed caching to prevent cross-site user tracking based on things like advertisers storing tracking IDs in ETag headers.

No matter which CDN you choose, the browser either does or soon will download and cache a separate copy for each site you request it from.