looking at the manual it looks like it needs to be on the same domain to work and testing locally make it run as separate domains try uploading to a website to test
Storage per domain
The WebStorage object associates all stored data with the current domain. For example, all games running on scirra.com share the same data, but games running on facebook.com use a different set of data and cannot access any data saved from scirra.com.
Most browsers implement a maximum size of the data that can be stored with WebStorage - 5mb is a common limit. If you exceed the limit, the WebStorage's On quota exceeded trigger runs.