Parallel loading
The browser loads images and CSS and JavaScript files in parallel to reduce the overall page load time. However, the specification of the HTTP 1.1 protocol that governs communication between the browser and the server suggests that browsers download not more than two components in parallel per domain. That made sense back in 1997 when HTTP 1.1 was introduced, and most people still used low bandwidth dial up connections. With broadband connections used by most people these days, you'll want to increase the number of components loaded in parallel.
To visualize this, have a look at this highly simplified Waterfall chart of a web page with eight components, all loaded from the single domain:
In the Serving images from cookieless domains section, you saw how you can save bandwidth by serving static components, such as images and CSS and JavaScript files from a separate, cookieless domain.
How about using two separate cookieless domains instead of one? That would double the number...