Cross-origin resource sharing (CORS) is a mechanism that allows restricted resources (e.g. fonts) on a web page to be requested from another domain outside the domain from which the first resource was served.
Sources : MDN - HTTP Access Control | Wiki - CORS
CORS is set server-side by supplying each request with additional headers which allow requests to be requested outside of the own domain, for example to your localhost. This is primarily set by the header:
Access-Control-Allow-Origin