Trying on my console, I get the following:
[Error] XMLHttpRequest cannot load http://api.bandsintown.com/artists/weezer/events.json. Origin http://localhost is not allowed by Access-Control-Allow-Origin.
This "problem" is called Cross-Origin Resource Sharing (a.k.a. CORS):
This document defines a mechanism to enable client-side cross-origin requests. Specifications that enable an API to make cross-origin requests to resources can use the algorithms defined by this specification. If such an API is used on example.org resources, a resource on hello-world.example.org can opt in using the mechanism described by this specification (e.g., specifying Access-Control-Allow-Origin: example.org as response header), which would allow that resource to be fetched cross-origin from example.org.
This is a security mecanism that, per default, browsers and servers apply when retrieving data cross-site. The W3C recommendation of CORS says that the server must implement the header Access-Control-Allow-Origin, either specifying your server as allowed, or allow everyone to fetch data from it (using the wildcard *):
User agents commonly apply same-origin restrictions to network requests. These restrictions prevent a client-side Web application running from one origin from obtaining data retrieved from another origin, and also limit unsafe HTTP requests that can be automatically launched toward destinations that differ from the running application’s origin.
This applies only to user agents (browsers, mostly) though. So, trying to fetch the data through ruby, for example, yields it accordingly:
require 'open-uri'
open("http://api.bandsintown.com/artists/weezer/events.json"){|f| f.read()}
This will return a string containing the JSON.
About JSONP: You won’t be able to use it as well - the server must return the JSON data inside a callback function:
my_callback([{"valid_json":"no!"},{"valid_javascript":"yes!"}])
Which would be done (if supported) through a script tag:
<script type="text/javascript" src="http://api.bandsintown.com/artists/weezer/events.json?jsonp=my_callback"></script>
Source: W3C