If you really need it, consider redirections.
For example, on request to assets.my-domain.example.com/path/to/file you could perform a 301 or 302 redirection to my-bucket-name.s3.amazonaws.com/path/to/file or s3.amazonaws.com/my-bucket-name/path/to/file (please remember that in the first case my-bucket-name cannot contain any dots, otherwise it won't match *.s3.amazonaws.com, s3.amazonaws.com stated in S3 certificate).
Not tested, but I believe it would work. I see few gotchas, however.
The first one is pretty obvious, an additional request to get this redirection. And I doubt you could use redirection server provided by your domain name registrar — you'd have to upload proper certificate there somehow — so you have to use your own server for this.
The second one is that you can have urls with your domain name in page source code, but when for example user opens the pic in separate tab, then address bar will display the target url.