altCognito is correct. Here is a working example:
Put this in the top of your page you are calling from, in the
$.getJSON("http://www.yourotherdomain.com/testcross.php?jsoncallback=?",
function(data) {
$('body').html(data.name).css("color", "green");
}
);
and the php that would return stuff:
$data="{"name" : "hello world"}";
echo $_GET['jsoncallback'] . '(' . $data . ');';