We recently released a CTP of the next set of things we are working on for ADO.NET Data Services. We are calling this new set of features v1.5 because they are built on top of ADO.NET Data Services v1.0. ADO.NET Data Services v1.0 was included as part of the .NET Framework 3.5 SP1 and so the CTP also was built to use .NET 3.5 SP1 and Visual Studio 2008 SP1.
Tom Laird-McConnell has created a nice post showing how to mid-tier proxy to enable calling data services across domains. His proxy supports CRUD operations and $expand.
We’re hoping to add support for simple xdomain requests (ie. limited auth support, etc) in the near term and expand that support over time to get closer to parity with what we have today for same-domain requests.