JSONP or “JSON with padding” is a communication technique used in JavaScript programs running in web browsers to request data from a server in a different domain, something prohibited by typical web browsers because of the same-origin policy. JSONP takes advantage of the fact that browsers do not enforce the same-origin policy on script tags.
Note that for JSONP to work, a server must know how to reply with JSONP-formatted results. JSONP does not work with JSON-formatted results.
http://en.wikipedia.org/wiki/JSONP
Good answer on StackOverflow: jQuery AJAX cross domain
$.ajax({
type: "GET",
url: 'http://www.oxfordlearnersdictionaries.com/search/english/direct/',
data:{q:idiom},
async:true,
dataType : 'jsonp', //you may use jsonp for cross origin request
crossDomain:true,
success: function(data, status, xhr) {
alert(xhr.getResponseHeader('Location'));
}
});