A user reported this error today on a custom list built using the Datasheet view. We both could open the view, but as soon as any changes were made, the error would popup:
Access web datasheet is attempting to retrieve data from a different domain...
I had recently moved the site collection from a server (let's call it Terrance) to a new server (let's call it Phillip). I have to assume that when the datasheet view was trying to save changes, it was posting to http://terrance... instead of http://phillip...
I did some searching and found the answer: Alternate Access Mappings. You'll find this in SharePoint Central Administration, under Operations, and Global Configuration.
I needed to add a new Internal URL for http://terrance for the default zone, which has a public URL of http://phillip
According to Microsoft's documentation, when someone visits the site using the internal URL, the the public URL for the zone will be returned to the browser. So, visiting http://terrance/default.aspx, returns http://phillip/default.aspx in the address bar of the browser and the page that exists there.
Adding this Alternate Access Mapping immediately solved the problem the datasheet view was having.