I've not tried this completely cross domain, but yes, you can define paths which may be enough to get you going.
We run our tests using a somewhat complicated deployment (to ensure we don't introduce accidental dojo/doh path dependencies), and our URL looks like this:
http://server/XXX/dev/dohpath/util/doh/runner.html?boot=../../../dojo/dojo.js&dojoUrl=../../../dojo/dojo.js&paths=doh,../dohpath/util/doh;mymodule,../../mymodule&testModule=full.test.module
That is, you fire up the runner, give it both 'boot' and 'dojoUrl' to tell it where Dojo itself lives, use 'paths' to tell DOH where it lives and how to find your own modules.
blech
Whether those relative paths can be made absolute successfuly, and whether it'll work cross-domain is an entirely different matter, I'm afraid. We'll be hitting that problem ourselves in a couple of months.