AJAX calls follow the same-origin policy, and the browser won't allow an ajax call to another domain for security reasons. The URL for the ajax call must reside in the same domain as the page it is being initiated from.
There are ways around this, one of which is using a server proxy (the url of the ajax request goes to the same domain as the page. The server then requests the data from the other domain and passes it through). Do note that this doesn't prevent you from getting html (from the same domain) that includes an img-tag with its src-attribute set to a url in another domain.