For Microsoft Azure, it's slightly different.
Azure has a special CORS setting that needs to be set. It's essentially the same thing behind the scenes, but simply setting the header joshuarh mentions will not work. The Azure documentation for enabling cross domain can be found here:
https://docs.microsoft.com/en-us/azure/app-service-api/app-service-api-cors-consume-javascript
I fiddled around with this for a few hours before realizing my hosting platform had this special setting.