What are the possible way to cache static assets from different domains?

How can i cache javascript static files on www.foo.ru from www.abc.ru ?

I try load it by script tag (set src attribute), but when i go to www.abc.ru requests is sending again, cache is ignored. Does browser separate cache by origin or something else?

As Terry said in a comment, you can't do that directly. It used to be possible, but it was an information leak (http://malicious-site-example.com could see that it gets a really fast response to http://example.com/some-asset and use that information [probably in combination with other similar heuristics] to infer that you've been on http://example.com lately). So now, the cached response is only used for the origin that originally requested it — that is, effectively different origins have different caches.

Presumably you only want to do this on a pair of sites where you control both of them. In that case, you might use an iframe on foo.ru's page that directly loads a page from abc.ru that does the load. Then it's abc.ru that's doing the request, and it's cached such that it's connected to abc.ru, not foo.ru. You can hide the iframe by making it zero-height or off the page or similar.