The blocklist is configured in production.ini like so:

    h.blocklist = {
        "seanh.cc": {},
        "finance.yahoo.com": {},
        "twitter.com": {}
    }

The Chrome extension handles the blocklist in the same way that it
handles other launch errors (e.g. when the user hasn't given the
extension permission to annotate file:/// URLs): it adds a (!) error
badge to the "browser action" button, if the button is clicked again it
opens a "help" page saying that the site isn't supported yet.

It doesn't seem to be possible to pass data into the Chrome extension's
help pages (as far as I can tell) so the error is just "Hypothesis
doesn't work on this page yet" and not e.g. "Hypothesis doesn't work on
twitter.com".

The bookmarklet handles the blocklist in the same way that it handles
other launch errors (e.g. trying to annotate a PDF when PDF.js isn't
available): it uses window.alert() to show an error.