Yeah, but per domain. Unless you use something like cjdns, if you end up with static.yourlovelydomain.com, the resource's going to get downloaded from scratch at the first attempt. If we had checksums attached to resources, there'd be provably no point bothering to download them in many cases.
The problem is the quantity of CDNs on which jQuery for example can be found.
For instance, your site might pull it in from cdnjs, while I have the one from ajax.googleapis.com already cached. I still have to go fetch your selected version.