map $http_origin $allow_origin {
    ~^https?://(.*\.)?my-domain.com(:\d+)?$ $http_origin;
    ~^https?://(.*\.)?localhost(:\d+)?$ $http_origin;
    default "";
}

server {
    listen 80 default_server;
    server_name _;
    add_header 'Access-Control-Allow-Origin' $allow_origin;
    # ...
}