Auth0: Configuring facebook error : Given URL is not allowed by the Application configuration.: One or more of the given URLs is not allowed by the App's settings. It must match the Website URL or Canvas URL, or the domain must be a subdomain of one of the App's domains.

Configuring the auth0 - facebook access I was getting this error:

"Given URL is not allowed by the Application configuration.: One or more of the given URLs is not allowed by the App's settings. It must match the Website URL or Canvas URL, or the domain must be a subdomain of one of the App's domains."     

I solved that issue going to the Facebook App page, click "edit App" then click "Advanced" in the left-hand navigation. Then for "Valid OAuth redirect URIs" add the auth0 app domain ie: (jhonapp.auth0.com).

Resources:
http://stackoverflow.com/questions/20910576/how-can-i-add-localhost3000-to-facebook-app-for-development   

OAuth V 2.0 resources

There are some useful links to understand what is OAuth about:

Google I/O 2012 - OAuth 2.0 for Identity and Data Access
Digging Deeper into OAuth 2.0 on Force.com
Using OAuth 2.0 to Access Google APIs

OAuth Intro

There are the links of a great and simple intro video to understand OAuth:

 - Part1: http://www.youtube.com/watch?v=LRNg4tDtrkE
 - Part2: http://www.youtube.com/watch?v=2KG05SnAYlE
 - Part3: http://www.youtube.com/watch?v=qPHLsLlQ7Rw
 - Part4: http://www.youtube.com/watch?v=0PvQcLzVGF0

Here is the url with a nice explanation about how auth works:

http://hueniverse.com/oauth/guide/workflow/