Aren't these web fonts just files they can include with their code? Why include anything from any 3rd party, it's a security and privacy issue.
Here's a test page: http://chris.improbable.org/experiments/browser/webfonts/web...
You can see that it first gets a 404 before continuing on to a URL which works:
This has to be pretty standard in 2015 right?
Regarding caching, anyone knows how browsers cache content? I.e. if I host my own fonts and someone visits me, then visits another web site with same fonts.. are they retrieved from the cache or downloaded yet again? I'm guessing they are downloaded again which is unfortunate..
Which is exactly the reason to use a web font CDN like Google Fonts. I have Open Sans on my computer, and I'll redownload it again in a year when the cache expires. If each Wordpress blog started including their own copy, I'd have to redownload it each time.
In fact this would not be hard: if you could indicate, with the resource URL, the hash of the resource content, the browser could just use the resource with that hash if it has it in cache (no matter from which URL), and otherwise retrieve it, check the hash, and add it to the cache.