I do not have a typical USB On The Go problem. Okay, so, I got this just today and was excited. When I went to plug it in to my phone with my mouse on the other end, the mouse was not moving. I thought that it was just a defective product, since it was cheap. But, I tested it on my old phone, the Galaxy S Blaze, and it works fine, no matter what thing I plug into it. What is even stranger is that my Mom has the exact same model of the Galaxy S3, the T999L, and it works for her. Basically, my phone is being an idiot, for some reason. I should note that I am using the M6 snapshot, while she is using the March 25th Nightly, but I don't see why USB OTG support would be removed. If it was, please let me know.
TLDR: USB OTG works on two phones, one having the exact same model as me, but my phone doesn't work with it.
My main phone: Galaxy S3 (T999L) with CM 11 using M6 Snapshot
Old phone I tested on, which succeeded: Galaxy S Blaze, using May 2nd Nightly
Mom's phone, which worked: Galaxy S3 (T999L) with CM 11 on the March 25th Nightly