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For nginx,

location ~* \.(eot|ttf|woff)$ {
  add_header Access-Control-Allow-Origin *;
}

Or better way inside virtual host location use,

Inside location use
if ($request_filename ~* ^.?/([^/]?)$)
{
     set $filename $1; 
}

if ($filename ~* ^.*?\.(eot)|(ttf)|(woff)$){
     add_header Access-Control-Allow-Origin *;
}

For Apache
For apache in apache.conf
AddType application/vnd.ms-fontobject .eot
AddType font/ttf .ttf
AddType font/otf .otf
<FilesMatch "\.(ttf|otf|eot)$">
   <IfModule mod_headers.c>
      Header set Access-Control-Allow-Origin "*"
    </IfModule>
</FilesMatch>