I was having trouble mirroring a website that had all its images hosted on a different domain, which happened to be random subdomains of cloudfront.net. I tried adding *.cloudfront.net to the -D parameter, but that didn’t work. It turns out it’s smart enough to figure out that all subdomains in the domain list should be included as well:
wget -mkpEK -D www.allshepherdrescue.org,cloudfront.net -H -t 3 \ --restrict-file-names=windows http://www.allshepherdrescue.org/
This goes into mirror mode, changes relative links to the proper form, fixes the query string urls to static ones, and downloads all files from the domains in the -D parameter. The manpage details all of this.