Aloha,
I fought this for awhile as well, and found that the final node needs to be:
<filter-mapping>
<filter-name>cross-origin</filter-name>
<url-pattern>/*</url-pattern>
</filter-mapping>
NOT
<filter-mapping>
<filter-name>cross-origin</filter-name>
<filter-pattern>/*</filter-pattern>
</filter-mapping>
Here is the link I found to help me: wiki.eclipse.org/Jetty/Feature/Cross_Origin_Filter
After I updated my web.xml file and restarted the jetty server, I was able to make cross domain request using jQuery ajax calls.
Rob