Sure, you can set custom headers as long as they are prefaced with x-amz-meta...Other than that, you're limited to just a handful of headers. This is a big deal for fonts because the Access-Control-Allow-Origin must be set appropriately to be able to use custom fonts from a different origin (i.e. host&port) and S3 will pretty much always be on a different origin than the rest of your website.

You can read more on the AWS forum post about the issue: https://forums.aws.amazon.com/thread.jspa?threadID=34281

Edit: For those interested the complete list of allowed headers is here: http://docs.amazonwebservices.com/AmazonS3/latest/API/index....

You can from the web interface too. You just have to right click to get to properties, then there is a tab for setting headers.