I have a Silverlight application (using MVC) and when i\'m building in visual studio, using Visual Studio Development center, there\'s no problem, the HttpContext.Curr
Apart from all obvious reasons mentioned earlier, there might be another one: you didn't put an Authorize attribute on top of your controller, like that:
[Authorize(Roles = "myRole")]
[EnableCors(origins: "http://localhost:8080", headers: "*", methods: "*", SupportsCredentials = true)]
public class MyController : ApiController
At least that's what worked for me.