This is what I've found thus far.

Cross-Platform

The most cross-platform solution to providing an accessible glossary would be using hyperlinks (styled so as to be somewhat unobtrusive) that link to a glossary in the back. Only the first occurrence of a word would be hyperlinked in this way, and the glossary entries would contain links that send the reader back to that occurrence of the word.

Pros: Cross-platform compatibility. EPUB 2 compliant.

Cons: Only the first word can be linked. Glossary terms must be styled to be different from the rest of the text, which could be distracting.

iBooks

iBooks supports Javascript, so you could build a homebrew JS solution. I haven't fully explored this yet.

iBooks also touts support for EPUB 3. The EPUB 3 specification includes a bunch of new markup, including special attributes that define hyperlinks as "footnote" or "endnote" hyperlinks, specifically the epub:type attribute.

When you make footnote/glossary hyperlinks, and use the special epub:type attributes, iBooks will create a popover to display your content, rather than navigating to it, which is spiffy!

Details and examples on how to use this are given by Liz Castro on her blog, but the overall implementation would be similar to the cross-platform method. The main difference is that your glossary entries would go at the bottom of the chapter instead of in the back of the book (apparently iBooks doesn't support this if your link target is outside of the current HTML document). You may or may not have to CSS the <aside> tags to be hidden, as well.

Pros: You can show the glossary entry for every occurrence of the word, because you are not navigating (and therefore don't require backlinks). It's also just cooler than the cross-platform method.

Cons: Only supported by iBooks.

Kindle

One way to have a custom glossary on the Kindle would be to create a separate ebook file, in a dictionary format, and provide it for free on the Kindle Store. In the front of the book, provide a link to that item so that your reader can download it to their Kindle or Kindle App.

Note that I'm not familiar with the dictionary format that's used in Kindle, or how you would create one.

Then, the reader would have to set that dictionary as their active one while reading. Any time they clear a word (using the standard long-press gesture), it will show the glossary definition, if there is one.

The exact behavior varies slightly between the Kindle devices and the Kindle App:

On a Kindle, when you look up a word and it's not in your "active" dictionary, it will attempt to show a definition from your "default" dictionary. (Tested on Kindle Paperwhite 2.)
In the Kindle iOS App, when you look up a word and it's not in your "active" dictionary, it shows "no definition found", and the user will have to switch to another dictionary. (Tested on iOS 7 with latest Kindle App version.)

One issue with this is if your glossary contains phrases, and not just single-word terms. The long-press feature of the Kindle works by highlighting the word that your finger is on, and showing the definition for that word. Therefore if your glossary had the phrase "mad as a hatter", and your reader long-presses "mad", they would not find your custom definition. A potential workaround for this would be to index any phrases in your glossary by the first word in that phrase, so "mad as a hatter" is indexed under "mad". I'm not 100% sure if this is possible yet, but I will probably be looking into it soon.

Pros: The normal method of looking up definitions can show your glossary definitions.

Cons: Requires that the user download a second book to gain access to the glossary. May require that the user switches between dictionaries. Only works on the Kindle family. Not every Kindle device has been tested.

Nook

Unexplored.

Kobo

Unexplored.

Other

Unexplored.

Fin.

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