The impact on CDN providers is kinda scary.
To take an example we all know and love, a malicious *.cloudfront.net distribution could be setting cookies against cloudfront, breaking all your fancy static asset serving from cloudfront.
Is there a mitigation other than _always_ having to use a myappname-static.com domain name?
Thinking about this at a higher level -- there are some interesting similarities to "shared hosting" resource contention, but this time with domain names on CDNs. If somebody executes a forkbomb on your shared host, you're hosed. If somebody executes a cookiebomb on your CDN provider SLD, you're hosed.
Browser vendors could prevent this with good second level domain support. Register cloudfront, akamai, etc domain names as only hosting user-created content on third level domains. Pin large examples to the browser distribution, and allow TXT records in DNS specifying this at the top level.